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Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A. - In: Econometric theory 36 (2020) 4, pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
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Is real GDP stationary? : evidence from a panel unit root test with cross-sectional dependence and historical data
Aslanidis, Nektarios; Fountas, Stilianos - In: Empirical economics : a journal of the Institute for … 46 (2014) 1, pp. 101-108
Persistent link: https://www.econbiz.de/10010246826
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Nonparametric nonstationarity tests
Bandi, Federico M.; Corradi, Valentina - In: Econometric theory 30 (2014) 1, pp. 127-149
Persistent link: https://www.econbiz.de/10010399784
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A generalization of the Burridge-Guerre nonparametric root test
García, Ana; Sansó, Andreu - In: Econometric theory 22 (2006) 4, pp. 756-761
Persistent link: https://www.econbiz.de/10003351884
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Tests for cointegration rank and the initial condition
Ahlgren, Niklas; Juselius, Mikael - In: Empirical economics : a journal of the Institute for … 42 (2012) 3, pp. 667-691
Persistent link: https://www.econbiz.de/10009547172
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Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001724101
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Approximation to the limiting distribution of t- and d-statistics in testing for seasonal unit roots
Nabeya, Seiji - In: Econometric theory 17 (2001) 4, pp. 711-737
Persistent link: https://www.econbiz.de/10001606775
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Optimal versus robust inference in nearly integrated non-Gaussian models
Thompson, Samuel B. - In: Econometric theory 20 (2004) 1, pp. 23-55
Persistent link: https://www.econbiz.de/10001904742
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The nonstationary fractional unit root
Tanaka, Katsuto - In: Econometric theory 15 (1999) 4, pp. 549-582
Persistent link: https://www.econbiz.de/10001490743
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On the power of bootstrap tests for stationarity : a Monte Carlo comparison
Gulesserian, Sevan G.; Kejriwal, Mohitosh - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 973-998
Persistent link: https://www.econbiz.de/10010344368