Pages that link to "Item:Q4677041"
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The following pages link to Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification (Q4677041):
Displaying 11 items.
- Spurious regression (Q609686) (← links)
- Unit root testing (Q862778) (← links)
- Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655) (← links)
- Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (Q1606380) (← links)
- Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative (Q1612931) (← links)
- On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (Q1623643) (← links)
- Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473) (← links)
- Behavior of Dickey-Fuller \(t\)-tests when there is a break under the alternative hypothesis (Q2716487) (← links)
- UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623) (← links)
- Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification (Q4677041) (← links)
- A reexamination of stock return predictability (Q5964757) (← links)