Pages that link to "Item:Q5467598"
From MaRDI portal
The following pages link to Unit‐root testing against the alternative hypothesis of up to <i>m</i> structural breaks (Q5467598):
Displaying 15 items.
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
- Unit root testing (Q862778) (← links)
- Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (Q1005218) (← links)
- Spurious number of breaks (Q1351720) (← 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)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks (Q1934075) (← links)
- Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
- Testing for unit roots in autoregressions with multiple level shifts (Q2886980) (← links)
- (Q4224639) (← links)
- A new unit root test with two structural breaks in level and slope at unknown time (Q5123628) (← links)
- Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative (Q5265805) (← links)
- Joint hypothesis specification for unit root tests with a structural break (Q5488513) (← links)
- A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data (Q5863644) (← links)
