Pages that link to "Item:Q5285950"
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The following pages link to Testing stationarity and trend stationarity against the unit root hypothesis (Q5285950):
Displaying 13 items.
- Econometric analysis of linearized singular dynamic stochastic general equilibrium models (Q278276) (← links)
- Deciding between I(1) and I(0) (Q1341206) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
- Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
- Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
- Testing for a unit root against ESTAR stationarity (Q2691731) (← links)
- Testing the null hypothesis of stationarity against an autoregressive unit root alternative (Q2722253) (← links)
- Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
- Unit root tests and dramatic shifts with infinite variance processes (Q3184468) (← links)
- Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test (Q3447094) (← links)
- Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (Q3574714) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)