Pages that link to "Item:Q1003794"
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The following pages link to Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative (Q1003794):
Displaying 12 items.
- Selection of the break in the Perron-type tests (Q265103) (← links)
- A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break (Q641788) (← links)
- On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance (Q870320) (← links)
- Testing for a unit root in the presence of a variance shift (Q1127407) (← links)
- Unit root testing in the presence of innovation variance breaks: a simple solution with increased power (Q1848019) (← links)
- Size and power properties of powerful unit root tests in the presence of variance breaks (Q1852532) (← links)
- Unit root tests with a break in innovation variance. (Q1858958) (← links)
- Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors (Q1872058) (← links)
- The size performance of a nonparametric unit root test under a variance shift (Q2483450) (← 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)
- Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative (Q5265805) (← links)
