Pages that link to "Item:Q2816436"
From MaRDI portal
The following pages link to Performance of unit-root tests for non linear unit-root and partial unit-root processes (Q2816436):
Displaying 8 items.
- Performance of nonlinear instrumental variable unit root tests using recursive detrending methods (Q1925888) (← links)
- Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- How Do Nonlinear Unit Root Tests Perform with Non Normal Errors? (Q3102871) (← links)
- Transmission characteristics of investor sentiment for energy stocks from the perspective of a complex network (Q3303295) (← links)
- On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
