Pages that link to "Item:Q738141"

The following pages link to Unit root testing under a local break in trend (Q738141):

Displaying 12 items.

• Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954) (← links)
• The discontinuous trend unit root test when the break point is misspecified (Q1299887) (← links)
• On trend breaks and initial condition in unit root testing (Q1695693) (← links)
• Testing for stationarity with a break (Q1867712) (← links)
• An infimum coefficient unit root test allowing for an unknown break in trend (Q1925907) (← links)
• Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (Q2224886) (← links)
• Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
• The power of unit root tests against nonlinear local alternatives (Q2852480) (← links)
• Unit root testing with stationary covariates and a structural break in the trend function (Q2852598) (← links)
• Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics (Q3192389) (← links)
• Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types (Q5451125) (← links)
• Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)