Pages that link to "Item:Q2716487"
From MaRDI portal
The following pages link to Behavior of Dickey-Fuller \(t\)-tests when there is a break under the alternative hypothesis (Q2716487):
Displaying 16 items.
- Spurious regression (Q609686) (← links)
- Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (Q736554) (← links)
- Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative (Q1612931) (← links)
- The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis. (Q1962152) (← links)
- Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis (Q2483432) (← links)
- Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
- Limit distributions of Dickey-Fuller unit root test statistics with dependent residuals and a mean shift (Q3402963) (← links)
- Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
- ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS (Q3632392) (← links)
- ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) (← links)
- Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative (Q4458367) (← links)
- Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification (Q4677041) (← links)
- The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis (Q4705830) (← links)
- Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis (Q4762169) (← links)
- A mixture‐distribution factor model for multivariate outliers (Q5433625) (← links)
- A mixture‐distribution factor model for multivariate outliers (Q5433626) (← links)
