Pages that link to "Item:Q3505324"

The following pages link to Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance (Q3505324):

Displaying 8 items.

• On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance (Q870320) (← links)
• A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
• A simple testing procedure for unit root and model specification (Q1659023) (← links)
• Unit root testing in the presence of innovation variance breaks: a simple solution with increased power (Q1848019) (← links)
• Unit root tests with a break in innovation variance. (Q1858958) (← links)
• The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root (Q1927613) (← links)
• Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)
• Joint hypothesis specification for unit root tests with a structural break (Q5488513) (← links)