Pages that link to "Item:Q641788"
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The following pages link to A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break (Q641788):
Displaying 3 items.
- On the asymptotic distribution of a simple unit root test for trending and breaking series (Q419266) (← links)
- Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
- A simple unit root testing methodology that does not require knowledge regarding the presence of a break (Q5084751) (← links)