Pages that link to "Item:Q3652619"

The following pages link to TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619):

Displaying 30 items.

• Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
• On the asymptotic distribution of a simple unit root test for trending and breaking series (Q419266) (← links)
• Testing for unit roots in the presence of uncertainty over both the trend and initial condition (Q527994) (← links)
• Unit root testing under a local break in trend (Q738141) (← links)
• The discontinuous trend unit root test when the break point is misspecified (Q1299887) (← links)
• Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (Q1606380) (← links)
• Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
• A joint test for structural stability and a unit root in autoregressions (Q1623553) (← links)
• On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (Q1623643) (← links)
• On trend breaks and initial condition in unit root testing (Q1695693) (← links)
• Modeling trend processes in parametric mortality models (Q1697268) (← 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)
• On the behavior of fixed-\(b\) trend break tests under fractional integration (Q2847587) (← links)
• Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
• A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS (Q2878815) (← links)
• Break point estimators for a slope shift: levels versus first differences (Q2896003) (← links)
• TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
• SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS (Q3100980) (← links)
• SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959) (← links)
• Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
• The impact of multiple structural changes on mortality predictions (Q4575367) (← links)
• Unit root testing with slowly varying trends (Q4997689) (← links)
• Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation (Q5080581) (← links)
• A simple unit root testing methodology that does not require knowledge regarding the presence of a break (Q5084751) (← links)
• Deterministic Parameter Change Models in Continuous and Discrete Time (Q5111782) (← links)
• ON THE STRUCTURAL CHANGE OF THE LEE-CARTER MODEL AND ITS ACTUARIAL APPLICATION (Q5205251) (← links)
• Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
• Semiparametric Sieve-Type Generalized Least Squares Inference (Q5863643) (← links)