Pages that link to "Item:Q3100977"
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The following pages link to TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977):
Displaying 14 items.
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
- Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
- Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
- Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- Deterministic Parameter Change Models in Continuous and Discrete Time (Q5111782) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY (Q5389959) (← links)
- Inference in functional factor models with applications to yield curves (Q6134635) (← links)
- Testing Stability in Functional Event Observations with an Application to IPO Performance (Q6190737) (← links)
