Pages that link to "Item:Q2453085"
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The following pages link to Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085):
Displaying 15 items.
- Unit root testing under a local break in trend (Q738141) (← links)
- Unit root tests based on IV estimators for time series with multiple breaks (Q1031772) (← links)
- On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (Q1623643) (← links)
- Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown (Q1670214) (← links)
- On trend breaks and initial condition in unit root testing (Q1695693) (← links)
- An infimum coefficient unit root test allowing for an unknown break in trend (Q1925907) (← links)
- 50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle (Q2121115) (← links)
- Quantifying the data-dredging bias in structural break tests (Q2122806) (← links)
- Confidence sets for the date of a break in level and trend when the order of integration is unknown (Q2343745) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks (Q3155648) (← links)
- Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
- Residual‐based block bootstrap unit root testing in the presence of trend breaks (Q3367407) (← links)
- Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types (Q5451125) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
