Pages that link to "Item:Q451481"

The following pages link to A new unit root test against ESTAR based on a class of modified statistics (Q451481):

Displaying 18 items.

• Linearity tests under the null hypothesis of a random walk with drift (Q284192) (← links)
• On the asymptotic distribution of a unit root test against ESTAR alternatives (Q419241) (← links)
• Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
• M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
• The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
• A unit root test against globally stationary ESTAR models when local condition is non-stationary (Q1668515) (← links)
• Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
• Multiple unit root tests under uncertainty over the initial condition: some powerful modifications (Q1926094) (← links)
• Linearity tests and stochastic trend under the STAR framework (Q2029206) (← links)
• Testing for a unit root against transitional autoregressive models (Q2812318) (← links)
• Weak identification in the ESTAR model and a new model (Q2852497) (← links)
• (Q4982734) (← links)
• The unit root test of ESTAR-GARCH model (Q4983967) (← links)
• GLS detrending in nonlinear unit root test (Q5082878) (← links)
• A unit root test based on smooth transitions and nonlinear adjustment (Q5084008) (← links)
• A new nonlinear unit root test with Fourier function (Q5087978) (← links)
• Non-linear unit root testing with arctangent trend: Simulation and applications in finance (Q5193244) (← links)
• A Monte Carlo Investigation of Unit Root Tests and Long Memory in Detecting Mean Reversion in I(0) Regime Switching, Structural Break, and Nonlinear Data (Q5863644) (← links)