Pages that link to "Item:Q1880326"
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The following pages link to The finite-sample performance of robust unit root tests (Q1880326):
Displaying 9 items.
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
- An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098) (← links)
- On the finite-sample size distortion of smooth transition unit root tests (Q1767755) (← links)
- Lag optimisation and finite-sample size distortion of unit root tests (Q1927551) (← links)
- The performance of unit root tests under level-dependent heteroskedasticity (Q1928705) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- A comparison of the robustness of several tests of short memory to autocorrelated errors (Q2870566) (← links)
- Finite-sample distribution of a recursively mean-adjusted panel data unit root test (Q3446976) (← links)