Pages that link to "Item:Q290942"
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The following pages link to Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942):
Displaying 16 items.
- Nonparametric regression estimation in a null recurrent time series (Q993800) (← links)
- Unit root testing in presence of a double threshold process (Q2397962) (← links)
- Testing for a unit root against transitional autoregressive models (Q2812318) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- Vector equilibrium correction models with non‐linear discontinuous adjustments (Q3023043) (← links)
- ADL tests for threshold cointegration (Q3103180) (← links)
- Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
- NULL RECURRENT UNIT ROOT PROCESSES (Q3224037) (← links)
- UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP (Q3551013) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)
- An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy (Q4415853) (← links)
- Threshold Autoregression with a Unit Root (Q4531043) (← links)
- Unit Root Testing on Buffered Autoregressive Model (Q5109929) (← links)
- Unit root tests in three‐regime SETAR models (Q5488515) (← links)
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models (Q6100941) (← links)
