Pages that link to "Item:Q4762169"

The following pages link to Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis (Q4762169):

Displaying 32 items.

• Selection of the break in the Perron-type tests (Q265103) (← links)
• Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
• Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (Q736554) (← links)
• Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks (Q1292336) (← links)
• Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655) (← links)
• Finite-sample properties of modified unit root tests in the presence of structural change. (Q1426175) (← links)
• The strength of evidence for unit autoregressive roots and structural breaks: A Bayesian perspective (Q1584765) (← links)
• Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative (Q1612931) (← links)
• On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (Q1613045) (← links)
• Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null (Q1695668) (← links)
• On the finite-sample size distortion of smooth transition unit root tests (Q1767755) (← links)
• Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis (Q1782409) (← links)
• The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis. (Q1962152) (← links)
• A general panel break test based on the self-normalization method (Q2132016) (← links)
• Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis (Q2483432) (← links)
• Using panel data to increase the power of modified unit root tests in the presence of structural breaks (Q2490979) (← links)
• Behavior of Dickey-Fuller \(t\)-tests when there is a break under the alternative hypothesis (Q2716487) (← links)
• Bounds, breaks and unit root tests (Q2789387) (← links)
• Empirical likelihood for outlier detection and estimation in autoregressive time series (Q2802910) (← links)
• Testing for unit roots in autoregressions with multiple level shifts (Q2886980) (← links)
• The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks (Q3155648) (← links)
• Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
• Co-integration testing using local-to-unity detrending: the impact of structural change under the null (Q3446972) (← links)
• Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
• ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS (Q3632392) (← links)
• ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) (← links)
• GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626) (← links)
• Size distortion of asymmetric unit root tests in the presence of level shifts (Q4673857) (← links)
• The behaviour of Dickey–Fuller and Phillips–Perron testsunder the alternative hypothesis (Q4705830) (← links)
• Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) (← links)
• A mixture‐distribution factor model for multivariate outliers (Q5433625) (← links)
• A mixture‐distribution factor model for multivariate outliers (Q5433626) (← links)