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subject:"Statistical test"
~person:"Cai, Zongwu"
~person:"Franses, Philip Hans"
~person:"Gill, Len"
~person:"Hansen, Bruce E."
~subject:"Unit root test"
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Search: subject_exact:"Autoregressives Modell"
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Unit root test
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11
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Cai, Zongwu
Franses, Philip Hans
Gill, Len
Hansen, Bruce E.
Phillips, Peter C. B.
30
Sun, Yixiao
20
Magdalinos, Tassos
9
Bec, Frédérique
8
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5
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5
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5
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4
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4
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2
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ECONIS (ZBW)
16
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1
A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2022
Persistent link: https://www.econbiz.de/10012888261
Saved in:
2
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
-
2018
Persistent link: https://www.econbiz.de/10011965817
Saved in:
3
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
4
Asymptotic moments of autoregressive estimators with a near unit root and minimax risk
Hansen, Bruce E.
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 3-21)
.
2014
Persistent link: https://www.econbiz.de/10010442881
Saved in:
5
Averaging estimators for autoregressions with a near unit root
Hansen, Bruce E.
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 142-155
Persistent link: https://www.econbiz.de/10008826867
Saved in:
6
Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
Saved in:
7
A note on monitoring time-varying parameters in an autoregression
Carsoule, Frédeŕic
;
Franses, Philip Hans
- In:
Metrika : international journal for theoretical and …
57
(
2003
)
1
,
pp. 51-62
Persistent link: https://www.econbiz.de/10001730928
Saved in:
8
Testing for residual autocorrelation in growth curve models
Franses, Philip Hans
- In:
Technological forecasting & social change : an …
69
(
2002
)
2
,
pp. 195-204
Persistent link: https://www.econbiz.de/10001682520
Saved in:
9
Threshold autoregression with a unit root
Caner, Mehmet
;
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1555-1596
Persistent link: https://www.econbiz.de/10001624976
Saved in:
10
Testing for linearity
Hansen, Bruce E.
- In:
Surveys in economic dynamics
,
(pp. 47-72)
.
2000
Persistent link: https://www.econbiz.de/10001640424
Saved in:
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