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New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin - In: Computational economics 63 (2024) 5, pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
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An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models
Li, Yong; Ni, Zhongxin; Zhang, Jie - In: Computational economics 37 (2011) 3, pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
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A new approach to unit root testing
Herwartz, Helmut; Siedenburg, Florian - In: Computational economics 36 (2010) 4, pp. 365-384
Persistent link: https://www.econbiz.de/10008903131
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The performance of variance ratio unit root tests under nonlinear stationary TAR and STAR processes : evidence from Monte Carlo simulations and applications
Maki, Daiki - In: Computational economics 31 (2008) 1, pp. 77-94
Persistent link: https://www.econbiz.de/10003612217
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Unit root hypothesis in the presence of stochastic volatility, a bayesian analysis
Zhang, Jin-yu; Li, Yong; Chen, Zhu-ming - In: Computational economics 41 (2013) 1, pp. 89-100
Persistent link: https://www.econbiz.de/10009705029
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Testing for unit roots in panel data using a wavelet ratio method
Li, Yushu; Shukur, Ghazi - In: Computational economics 41 (2013) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10009705033
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Response surface estimates of the cross-sectionally augmented IPS tests for panel unit roots
Otero, Jesús G.; Smith, Jeremy - In: Computational economics 41 (2013) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10009705057
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Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.; Chen, Shu-yu; Lee, Sangyeol - In: Computational economics 42 (2013) 4, pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
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Finite sample lag adjusted critical values of the ADF-GLS test
Sephton, Peter S. - In: Computational economics 59 (2022) 1, pp. 177-183
Persistent link: https://www.econbiz.de/10013168958
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Using double frequency in fourier Dickey-Fuller unit root test
Cai, Yifei; Omay, Tolga - In: Computational economics 59 (2022) 2, pp. 445-470
Persistent link: https://www.econbiz.de/10013169016