Pages that link to "Item:Q2691731"
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The following pages link to Testing for a unit root against ESTAR stationarity (Q2691731):
Displaying 4 items.
- Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries (Q2700527) (← links)
- Testing the null hypothesis of stationarity against an autoregressive unit root alternative (Q2722253) (← links)
- Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test (Q3447094) (← links)
- How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes? (Q3594914) (← links)