Pages that link to "Item:Q4563471"
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The following pages link to Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471):
Displaying 4 items.
- LM threshold unit root tests (Q631270) (← links)
- Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative (Q1003794) (← links)
- Unit root tests with a break in innovation variance. (Q1858958) (← links)
- Performance of LM-type unit root tests with trend break: a bootstrap approach (Q1929815) (← links)