Pages that link to "Item:Q3192389"
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The following pages link to Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389):
Displaying 9 items.
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility (Q1695532) (← 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)
- Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- Residual‐based block bootstrap unit root testing in the presence of trend breaks (Q3367407) (← links)
- Adaptive Wild Bootstrap Tests for a Unit Root With Non‐Stationary Volatility (Q5084371) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
