Pages that link to "Item:Q3440749"
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The following pages link to Range Unit-Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers (Q3440749):
Displaying 12 items.
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- A new approach to unit root testing (Q604918) (← links)
- Nonparametric regression estimation in a null recurrent time series (Q993800) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- P-star model for India: a nonlinear approach (Q2691776) (← links)
- Exchange rates in India: current account monetarism in a nonlinear context (Q2697107) (← links)
- NULL RECURRENT UNIT ROOT PROCESSES (Q3224037) (← links)
- Records Properties of Non Stationary Time Series (Q3391876) (← links)
- Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests (Q3424300) (← links)
- MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION (Q3503181) (← links)
- Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) (← links)
- A Detrended Range Unit Root (DRUR) Test (Q5418871) (← links)
