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Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship
Bec, Frédérique; BenSalem, Mélika; Carrasco, Marine - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 382-395
Persistent link: https://www.econbiz.de/10002372870
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HAC corrections for strongly autocorrelated time series
Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10010488557
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Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku; Saikkonen, Pentti - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 282-289
Persistent link: https://www.econbiz.de/10001660384
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Determining the order of differencing in autoregressive processes
Dickey, David A.; Pantula, Sastry G. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 18-24
Persistent link: https://www.econbiz.de/10001639870
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Estimation for autoregressive time series with a root near 1
Roy, Anindya; Fuller, Wayne A. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 482-493
Persistent link: https://www.econbiz.de/10001646395
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Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert; Smith, Richard J. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
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Testing for shifts in trend with an integrated or stationary noise component
Perron, Pierre; Yabu, Tomoyoshi - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 369-396
Persistent link: https://www.econbiz.de/10003893884
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On unit-root tests when the alternative is a trend-break stationary process
Sen, Amit - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 174-184
Persistent link: https://www.econbiz.de/10001728894
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On the properties of regression-based tests for seasonal unit roots in the presence of higher-order serial correlation
Burridge, Peter; Taylor, Robert - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 374-379
Persistent link: https://www.econbiz.de/10001603262
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A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 528-541
Persistent link: https://www.econbiz.de/10012178194