Pages that link to "Item:Q3103194"
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The following pages link to Stationarity testing under nonlinear models. Some asymptotic results (Q3103194):
Displaying 10 items.
- A specification test for nonlinear nonstationary models (Q447823) (← links)
- The Bierens test for certain nonstationary models (Q736671) (← links)
- A nonparametric test of stationarity for independent data (Q893446) (← links)
- Testing stationarity in the mean of autoregressive processes with a nonparametric regression trend (Q1206714) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
- TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION (Q4496475) (← links)
- Nonparametric panel stationarity testing with an application to crude oil production (Q5085681) (← links)