Pages that link to "Item:Q3181959"
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The following pages link to SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959):
Displaying 36 items.
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- A simple, robust and powerful test of the trend hypothesis (Q289219) (← links)
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
- Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
- Unit root testing under a local break in trend (Q738141) (← links)
- Further evidence on breaking trend functions in macroeconomic variables (Q1371377) (← links)
- Two simple tests of the trend hypothesis under time-varying variance (Q1673545) (← links)
- Testing for multiple structural changes with non-homogeneous regressors (Q1695659) (← links)
- On trend breaks and initial condition in unit root testing (Q1695693) (← links)
- Modeling trend processes in parametric mortality models (Q1697268) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- Impulse saturation break tests (Q1934682) (← links)
- On robust testing for trend (Q2126184) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
- Inference on a structural break in trend with fractionally integrated errors (Q2815049) (← links)
- On the behavior of fixed-\(b\) trend break tests under fractional integration (Q2847587) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
- A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS (Q2878815) (← links)
- Break point estimators for a slope shift: levels versus first differences (Q2896003) (← links)
- TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS (Q3100979) (← links)
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186) (← links)
- A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend (Q3422392) (← links)
- TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619) (← links)
- Distinguishing between trend-break models: method and empirical evidence (Q4549732) (← links)
- The impact of multiple structural changes on mortality predictions (Q4575367) (← links)
- Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918) (← links)
- Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation (Q5080581) (← links)
- A simple unit root testing methodology that does not require knowledge regarding the presence of a break (Q5084751) (← links)
- Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317) (← links)
- ON THE STRUCTURAL CHANGE OF THE LEE-CARTER MODEL AND ITS ACTUARIAL APPLICATION (Q5205251) (← links)
- TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
- Testing for Trend Specifications in Panel Data Models (Q6149859) (← links)
