Pages that link to "Item:Q4549736"
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The following pages link to Markov level shifts and the unit-root hypothesis (Q4549736):
Displaying 9 items.
- Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
- Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (Q1005218) (← links)
- Level shifts, unit roots and misspecification of the breaking date (Q1391636) (← links)
- On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045) (← links)
- Testing for unit roots in autoregressions with multiple level shifts (Q2886980) (← links)
- REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS (Q3632413) (← links)
- Asymptotics for unit root tests under Markov regime‐switching (Q4439305) (← links)
- Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative (Q5265805) (← links)
- Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634) (← links)