Pages that link to "Item:Q3594914"
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The following pages link to How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914):
Displaying 11 items.
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
- Testing for a unit root against transitional autoregressive models (Q2812318) (← links)
- Performance of unit-root tests for non linear unit-root and partial unit-root processes (Q2816436) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- How Do Nonlinear Unit Root Tests Perform with Non Normal Errors? (Q3102871) (← links)
- Tests for a Unit Root Using Three-Regime TAR Models: Power Comparison and Some Applications (Q3183725) (← links)
- On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027) (← links)
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
- Testing for a unit root in a nonlinear quantile autoregression framework (Q5862504) (← links)
- A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data (Q5863644) (← links)
