Pages that link to "Item:Q2852598"
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The following pages link to Unit root testing with stationary covariates and a structural break in the trend function (Q2852598):
Displaying 13 items.
- On the asymptotic distribution of a simple unit root test for trending and breaking series (Q419266) (← links)
- The discontinuous trend unit root test when the break point is misspecified (Q1299887) (← links)
- Structural breaks, unit roots and methods for removing the autocorrelation pattern (Q1573272) (← links)
- Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (Q1606380) (← links)
- On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (Q1623643) (← links)
- On trend breaks and initial condition in unit root testing (Q1695693) (← links)
- Testing for unit roots with stationary covariates (Q1810679) (← links)
- Covariate unit root tests with good size and power (Q1927093) (← links)
- A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending (Q2864626) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
- On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability (Q4561856) (← links)
- Unit‐root testing against the alternative hypothesis of up to <i>m</i> structural breaks (Q5467598) (← links)
