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A unified unit root test regardless of intercept
Yang, Bingduo; Liu, Xiaohui; Long, Wei; Peng, Liang - In: Econometric reviews 42 (2023) 6, pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
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Detrending bootstrap unit root tests
Smeekes, Stephan - In: Econometric reviews 32 (2013) 8, pp. 869-891
Persistent link: https://www.econbiz.de/10009758613
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Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.; Lee, Ji Hyung - In: Econometric reviews 34 (2015) 6/10, pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
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Testing for a unit root in a nonlinear quantile autoregression framework
Li, Haiqi; Park, Sung Y. - In: Econometric reviews 37 (2018) 6/10, pp. 867-892
Persistent link: https://www.econbiz.de/10012040418
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The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric reviews 37 (2018) 6/10, pp. 955-973
Persistent link: https://www.econbiz.de/10012040423
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Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng; Li, Degui; Liang, Zhongwen; Hsiao, Cheng - In: Econometric reviews 36 (2017) 1/3, pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
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Testing for a unit root with nonstationary nonlinear heteroskedasticity
Tu, Yundong; Chan, Nigel; Wang, Qiying - In: Econometric reviews 39 (2020) 9, pp. 904-929
Persistent link: https://www.econbiz.de/10012295588
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The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava; Wagner, Martin - In: Econometric reviews 25 (2006) 1, pp. 85-116
Persistent link: https://www.econbiz.de/10003309359