Pages that link to "Item:Q5265805"
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The following pages link to Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative (Q5265805):
Displaying 11 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)
- Unit root tests based on IV estimators for time series with multiple breaks (Q1031772) (← links)
- Size and power properties of powerful unit root tests in the presence of variance breaks (Q1852532) (← links)
- Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
- Bounds, breaks and unit root tests (Q2789387) (← links)
- Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
- Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
- Markov level shifts and the unit-root hypothesis (Q4549736) (← links)
- Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)
- Unit‐root testing against the alternative hypothesis of up to <i>m</i> structural breaks (Q5467598) (← links)
