Pages that link to "Item:Q3377445"
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The following pages link to STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (Q3377445):
Displaying 25 items.
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- On stationary tests in the presence of structural breaks (Q1391050) (← links)
- Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Testing stationarity under a permanent variance shift (Q1927446) (← links)
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- Model comparisons in unstable environments (Q2812302) (← links)
- Tests of strict stationarity based on quantile indicators (Q3103198) (← links)
- A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
- Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)
- A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)
- Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
- A robust test for autocorrelation in the presence of a structural break in variance (Q5220009) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets (Q5860972) (← links)
- Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)
- Testing for strict stationarity via the discrete Fourier transform (Q6536814) (← links)
- A Bootstrap Stationarity Test for Predictive Regression Invalidity (Q6634886) (← links)
