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Testing parameter constancy in unit root autoregressive models against multiple continuous structural changes
He, Changli; Sandberg, Rickard - In: Econometric reviews 31 (2012) 1/3, pp. 34-59
Persistent link: https://www.econbiz.de/10009515974
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Asymptotic distributions of seasonal unit root tests : a unifying approach
Osborn, Denise R.; Rodrigues, Paulo M. M. - In: Econometric reviews 21 (2002) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10001704807
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Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo - In: Econometric reviews 40 (2021) 3, pp. 220-256
Persistent link: https://www.econbiz.de/10012515596
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Wavelet energy ratio unit root tests
Trokić, Mirza - In: Econometric reviews 38 (2019) 1, pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
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Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe; Skrobotov, Anton; Taylor, Robert - In: Econometric reviews 38 (2019) 5, pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
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Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan - In: Econometric reviews 42 (2023) 9/10, pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
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Nonlinearity induced weak instrumentation
Kasparis, Ioannis; Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric reviews 33 (2014) 5/6, pp. 676-712
Persistent link: https://www.econbiz.de/10010363893
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An alternative to the BDS test : integration across the correlation integral
Kočenda, Evžen - In: Econometric reviews 20 (2001) 3, pp. 337-351
Persistent link: https://www.econbiz.de/10001606191
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Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel - In: Econometric reviews 39 (2020) 9, pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
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The estimation for Lévy processes in high frequency data
Zheng, Jing; Gu, Wentao; Xu, Baolin; Cai, Zongwu - In: Econometric reviews 37 (2018) 6/10, pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536