Pages that link to "Item:Q1410564"
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The following pages link to Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564):
Displaying 13 items.
- F-test for seasonal differencing with a break-point (Q1378766) (← links)
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564) (← links)
- Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (Q1606380) (← links)
- A nonparametric unit root test under nonstationary volatility (Q1668133) (← links)
- Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
- Testing for unit roots in autoregressions with multiple level shifts (Q2886980) (← links)
- The performance of the overall tests of seasonal integration against nonstationary alternatives: A unifying approach (Q3171925) (← links)
- A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
- The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis (Q3589965) (← links)
- Seasonal Unit Root Tests Under Structural Breaks* (Q4828169) (← links)
- On LM-type tests for seasonal unit roots in the presence of a break in trend (Q4979096) (← links)
- Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series (Q5259135) (← links)
- ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY (Q5349015) (← links)
