Pages that link to "Item:Q2886980"
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The following pages link to Testing for unit roots in autoregressions with multiple level shifts (Q2886980):
Displaying 13 items.
- Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (Q736554) (← links)
- Unit root testing (Q862778) (← links)
- Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (Q1005218) (← links)
- Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
- Multiple unit roots in periodic autoregression (Q1367143) (← links)
- Unit root tests for time series with level shifts: a comparison of different proposals. (Q1605452) (← links)
- Testing for unit roots in time series with level shifts (Q1879389) (← links)
- TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
- Markov level shifts and the unit-root hypothesis (Q4549736) (← links)
- Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes (Q5080136) (← links)
- Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative (Q5265805) (← links)
- Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)
- Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
