Sign tests for unit root and change in persistence
Year of publication: |
2014
|
---|---|
Authors: | Furno, Marilena |
Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 4.2014, 3/4, p. 269-287
|
Subject: | stationarity | unit root | robust procedure | L1-norm | change in persistence | Theorie | Theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis |
-
Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong, (2012)
-
Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo, (2021)
-
Heads and tails of earnings management : quantitative analysis in emerging countries
Durana, Pavol, (2020)
- More ...
-
Cointegration tests at the quantiles
Furno, Marilena, (2020)
-
Cicia, Gianni, (2021)
-
Accounting for the hypothetical bias : A changing adjustment factor approach
Furno, Marilena, (2018)
- More ...