Pages that link to "Item:Q870320"
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The following pages link to On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance (Q870320):
Displaying 10 items.
- Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks (Q1292336) (← links)
- Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655) (← links)
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- Unit root tests with a break in innovation variance. (Q1858958) (← links)
- On the end-point issue in unit root tests in the presence of a structural break. (Q1978720) (← links)
- Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis (Q2483432) (← links)
- Limit distributions of Dickey-Fuller unit root test statistics with dependent residuals and a mean shift (Q3402963) (← links)
- Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance (Q3505324) (← links)
- Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)
- Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis (Q4762169) (← links)
