Pages that link to "Item:Q527994"

The following pages link to Testing for unit roots in the presence of uncertainty over both the trend and initial condition (Q527994):

Displaying 11 items.

• Minimizing the impact of the initial condition on testing for unit roots (Q291854) (← links)
• On trend breaks and initial condition in unit root testing (Q1695693) (← links)
• Multiple unit root tests under uncertainty over the initial condition: some powerful modifications (Q1926094) (← links)
• Unit root tests in the presence of uncertainty about the non-stochastic trend (Q1971787) (← links)
• Alternative unit root testing strategies using the Fourier approximation (Q2446467) (← links)
• Testing for a unit root against ESTAR stationarity (Q2691731) (← links)
• Dealing with the Initial Observation in the LM Unit Root Test (Q2828776) (← links)
• The impact of the initial condition on robust tests for a linear trend (Q3103185) (← links)
• Detrending Bootstrap Unit Root Tests (Q5080580) (← links)
• The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study (Q5082591) (← links)
• Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506) (← links)