Pages that link to "Item:Q4556512"
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The following pages link to Unit Root Testing with Unstable Volatility (Q4556512):
Displaying 14 items.
- Artifactual unit root behavior of value at risk (VaR) (Q297153) (← links)
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- Testing for an unstable root in conditional and structural error correction models (Q1341204) (← links)
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- A nonparametric unit root test under nonstationary volatility (Q1668133) (← links)
- Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY (Q5218427) (← links)
- Testing for a unit root with nonstationary nonlinear heteroskedasticity (Q5861007) (← links)
- Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments (Q6135339) (← links)
- Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
- Adaptive Testing for Cointegration With Nonstationary Volatility (Q6620899) (← links)
