Pages that link to "Item:Q878303"

The following pages link to Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303):

Displaying 17 items.

• On the asymptotic distribution of a unit root test against ESTAR alternatives (Q419241) (← links)
• The Phillips unit root tests for polynomials of integrated processes (Q429160) (← links)
• A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
• Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests (Q553865) (← links)
• M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
• Testing for unit root in nonlinear heterogeneous panels (Q1046193) (← links)
• Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type (Q1351232) (← links)
• Semiparametric unit root tests based on symmetric estimators (Q1380585) (← links)
• A unit root test against globally stationary ESTAR models when local condition is non-stationary (Q1668515) (← links)
• The Phillips unit root tests for polynomials of integrated processes revisited (Q1730179) (← links)
• Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
• Performance of unit-root tests for non linear unit-root and partial unit-root processes (Q2816436) (← links)
• Tests for linearity in star models: SupWald and LM-type tests (Q2817313) (← links)
• A fixed-\(b\) perspective on the Phillips-Perron unit root tests (Q2845024) (← links)
• The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
• A unit root test based on smooth transitions and nonlinear adjustment (Q5084008) (← links)
• Non-linear unit root testing with arctangent trend: Simulation and applications in finance (Q5193244) (← links)