The following pages link to (Q5386505):
Displaying 7 items.
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- Unit root tests for time series with outliers (Q1129416) (← links)
- An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098) (← links)
- The effect of additive outliers on a fractional unit root test (Q1622085) (← links)
- Innovational Outliers in INAR(1) Models (Q3064076) (← links)
- Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
- Lagrange multiplier unit root test in the presence of a break in the innovation variance (Q4563471) (← links)
