Pages that link to "Item:Q3155648"
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The following pages link to The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks (Q3155648):
Displaying 5 items.
- GLS-detrending and regime-wise stationarity testing in small samples (Q1046223) (← links)
- GLS detrending, efficient unit root tests and structural change. (Q1810676) (← links)
- GLS detrending and unit root testing (Q1934175) (← links)
- GLS-based unit root tests for bounded processes (Q2442390) (← links)
- On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027) (← links)