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Unit roots, level shifts and t...
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ECONIS (ZBW)
394
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1
A robust Bayesian approach for unit root testing
Conigliani, Caterina
;
Spezzaferri, Fulvio
- In:
Econometric theory
23
(
2007
)
3
,
pp. 440-463
Persistent link: https://www.econbiz.de/10003541250
Saved in:
2
Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
4
,
pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
Saved in:
3
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
Saved in:
4
Robust tests of the unit root hypothesis should not be "modified"
Thompson, Samuel B.
- In:
Econometric theory
20
(
2004
)
2
,
pp. 360-381
Persistent link: https://www.econbiz.de/10001988191
Saved in:
5
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
Saved in:
6
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
Saved in:
7
GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
;
Perron, …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1754-1792
Persistent link: https://www.econbiz.de/10003904443
Saved in:
8
Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Leybourne, Stephen James
;
Newbold, Paul
- In:
Econometric theory
16
(
2000
)
5
,
pp. 779-789
Persistent link: https://www.econbiz.de/10001533177
Saved in:
9
Regression-based seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
;
Barrio Castro, Tomas del
- In:
Econometric theory
25
(
2009
)
2
,
pp. 527-560
Persistent link: https://www.econbiz.de/10003818361
Saved in:
10
Heteroskedastic time series with a unit root
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1228-1276
Persistent link: https://www.econbiz.de/10003885750
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