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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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On the alternative long-run variance ratio test for a unit root
Cai, Ye; Shintani, Mototsugu - In: Econometric theory 22 (2006) 3, pp. 347-372
Persistent link: https://www.econbiz.de/10003307468
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Least absolute deviation estimation for unit root processes with GARCH errors
Li, Guodong; Li, Wai Keung - In: Econometric theory 25 (2009) 5, pp. 1208-1227
Persistent link: https://www.econbiz.de/10003885748
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Unit root and cointegration testing
Lütkepohl, Helmut (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003894166
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Testing for a unit root in the presence of a possible break in trend
Harris, David; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric theory 25 (2009) 6, pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
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The properties of Kullback-Leibler divergence for the unit root hypothesis
Marsh, Patrick W. N. - In: Econometric theory 25 (2009) 6, pp. 1662-1681
Persistent link: https://www.econbiz.de/10003904433
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Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham; Pesavento, Elena - In: Econometric theory 25 (2009) 6, pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447
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Estimation of unit root spatial dynamic panel data models
Yu, Jihai; Lee, Lung-fei - In: Econometric theory 26 (2010) 5, pp. 1332-1362
Persistent link: https://www.econbiz.de/10008662668
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Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, … - In: Econometric theory 27 (2011) 5, pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
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Unit roots in white noise
Onatski, Alexei; Uhlig, Harald - In: Econometric theory 28 (2012) 3, pp. 485-508
Persistent link: https://www.econbiz.de/10009545839