Pages that link to "Item:Q5704634"
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The following pages link to Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests (Q5704634):
Displaying 4 items.
- Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (Q1005218) (← links)
- On the finite-sample size distortion of smooth transition unit root tests (Q1767755) (← links)
- Lag optimisation and finite-sample size distortion of unit root tests (Q1927551) (← links)
- Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) (← links)