The following pages link to (Q4224639):
Displaying 10 items.
- Response surface estimates of the LM unit root tests (Q777690) (← links)
- Level shifts, unit roots and misspecification of the breaking date (Q1391636) (← links)
- Structural breaks, unit roots and methods for removing the autocorrelation pattern (Q1573272) (← links)
- Testing for stationarity with a break (Q1867712) (← links)
- Structural change and unit roots (Q1909372) (← links)
- The stationarity of consumption-income ratios: evidence from minimum LM unit root testing (Q1928657) (← links)
- Performance of LM-type unit root tests with trend break: a bootstrap approach (Q1929815) (← links)
- Analysis of structural breaks and unit root tests for Chinese macroeconomic data (Q2990800) (← links)
- Bayesian Unit Root Test for Time Series Models with Structural Breaks (Q3511924) (← links)
- Unit‐root testing against the alternative hypothesis of up to <i>m</i> structural breaks (Q5467598) (← links)
