Pages that link to "Item:Q1113597"

The following pages link to Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative (Q1113597):

Displaying 50 items.

• The fragility of the KPSS stationarity test (Q257549) (← links)
• Size and power of tests of stationarity in highly autocorrelated time series (Q265023) (← links)
• Linearity tests under the null hypothesis of a random walk with drift (Q284192) (← links)
• Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
• Rank tests for short memory stationarity (Q528124) (← links)
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
• Inference of time-varying regression models (Q693729) (← links)
• Limiting power of unit-root tests in time-series regression (Q756339) (← links)
• Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
• Testing a null variance ratio in mixed models with zero degrees of freedom for error (Q956977) (← links)
• Optimal tests against the alternative hypothesis of panel unit roots (Q961422) (← links)
• Testing for a slowly changing level with special reference to stochastic volatility (Q1305654) (← links)
• Local asymptotic distribution related to the AR(1) model with dependent errors (Q1329131) (← links)
• Distributions of Bayes-type change-point statistics under polynomial regression (Q1329693) (← links)
• A property of partial sums of regression least squares residuals and its applications (Q1329696) (← links)
• Deciding between I(1) and I(0) (Q1341206) (← links)
• Eigenvalues of a Fredholm integral operator and applications to problems of statistical inference (Q1358739) (← links)
• Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
• Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends (Q1567511) (← links)
• Testing for stationarity with a break (Q1867712) (← links)
• Tests for the order of integration against higher order integration (Q1880276) (← links)
• A trend-resistant test for structural change based on OLS residuals (Q1906292) (← links)
• Structural change and unit roots (Q1909372) (← links)
• A Lagrange multiplier stationarity test using covariates (Q1927621) (← links)
• Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
• Detection of change in persistence of a linear time series (Q1971788) (← links)
• An asymptotic test for constancy of the variance under short-range dependence (Q2073717) (← links)
• Simultaneous inference for time-varying models (Q2116345) (← links)
• Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
• A comparison of two modified stationarity tests. A Monte Carlo study (Q2229023) (← links)
• Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
• Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
• Numerical inversion methods for computing approximate \(p\)-values (Q2432015) (← links)
• Weak convergence of linear and quadratic forms and related statements on \(L_p\)-approximability (Q2633357) (← links)
• Inference for single and multiple change-points in time series (Q2864620) (← links)
• DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION (Q2929844) (← links)
• Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
• Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model (Q3313147) (← links)
• OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347) (← links)
• STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER (Q3377453) (← links)
• ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL (Q3481115) (← links)
• Dynamic Copula-Based Markov Time Series (Q3526093) (← links)
• On the distribution of some test statistics for coefficient constancy (Q3814542) (← links)
• Limit theorems on occupation times for perturbed random walks (Q4351745) (← links)
• Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (Q4434416) (← links)
• Stationarity against integration in the autoregressive process with polynomial trend (Q4581299) (← links)
• Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors (Q4860428) (← links)
• (Q5077814) (← links)
• Nonparametric panel stationarity testing with an application to crude oil production (Q5085681) (← links)
• Testing for shifts in mean with monotonic power against multiple structural changes (Q5107439) (← links)