Pages that link to "Item:Q2740101"
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The following pages link to Testing for the presence of a random walk in series with structural breaks (Q2740101):
Displaying 25 items.
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564) (← links)
- Testing for stationarity in series with a shift in the mean. A Fredholm approach (Q1423867) (← links)
- Bias correction of KPSS test with structural break for reducing of size distortion (Q1695651) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- Computation of limiting distributions in stationarity testing with a generic trend (Q2268373) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
- Testing for unit roots in autoregressions with multiple level shifts (Q2886980) (← links)
- Stationarity testing under nonlinear models. Some asymptotic results (Q3103194) (← links)
- STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (Q3377445) (← links)
- STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER (Q3377453) (← links)
- A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
- FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS (Q3440777) (← links)
- A NOTE ON BUSETTI-HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS (Q3440781) (← links)
- New Improved Tests for Cointegration with Structural Breaks (Q3505315) (← links)
- JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (Q4012960) (← links)
- An optimal test against a random walk component in a non‐orthogonal unobserved components model (Q4416026) (← links)
- Nonparametric panel stationarity testing with an application to crude oil production (Q5085681) (← links)
- TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (Q5205274) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
- Breaking the panels: An application to the GDP per capita (Q5703224) (← links)
- Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (Q6620910) (← links)
