Pages that link to "Item:Q5861007"
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The following pages link to Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007):
Displaying 6 items.
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Performance of nonlinear instrumental variable unit root tests using recursive detrending methods (Q1925888) (← links)
- The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes: evidence from Monte Carlo simulations and applications (Q2476609) (← links)
- The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)