Pages that link to "Item:Q2852481"

The following pages link to Recursive adjustment, unit root tests and structural breaks (Q2852481):

Displaying 12 items.

• When bubbles burst: econometric tests based on structural breaks (Q379933) (← links)
• Finite-sample properties of modified unit root tests in the presence of structural change. (Q1426175) (← links)
• Structural breaks, unit roots and methods for removing the autocorrelation pattern (Q1573272) (← links)
• Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
• On trend breaks and initial condition in unit root testing (Q1695693) (← links)
• Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment. (Q1871315) (← links)
• Properties of recursive trend-adjusted unit root tests (Q1929125) (← links)
• Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
• The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
• Recursive adjustment, unit root tests and structural breaks (Q2852481) (← links)
• (Q4224639) (← links)
• (Q4335040) (← links)