Pages that link to "Item:Q1926094"

The following pages link to Multiple unit root tests under uncertainty over the initial condition: some powerful modifications (Q1926094):

Displaying 4 items.

• Testing for unit roots in the presence of uncertainty over both the trend and initial condition (Q527994) (← links)
• A simple modification to improve the finite sample properties of Ng and Perron's unit root tests (Q1929806) (← links)
• The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study (Q5082591) (← links)
• Unit root tests and structural change when the initial observation is drawn from its unconditional distribution (Q5488514) (← links)