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Long memory and changing persistence
Kruse, Robinson; Sibbertsen, Philipp - In: Economics letters 114 (2012) 3, pp. 268-272
Persistent link: https://www.econbiz.de/10009550790
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LM threshold unit root tests
Lee, Junsoo; Strazicich, Mark; Yu, Byungchul - In: Economics letters 110 (2011) 2, pp. 113-116
Persistent link: https://www.econbiz.de/10009241684
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On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp - In: Economics letters 117 (2012) 1, pp. 268-271
Persistent link: https://www.econbiz.de/10009697775
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Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
Lee, Hyejin; Meng, Ming; Lee, Junsoo - In: Economics letters 117 (2012) 1, pp. 214-216
Persistent link: https://www.econbiz.de/10009697821
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On stationary tests in the presence of structural breaks
Lee, Junsoo - In: Economics letters 55 (1997) 2, pp. 165-172
Persistent link: https://www.econbiz.de/10001227367
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Distinguishing between breaks in the mean and breaks in persistence under long memory
Wingert, Simon; Mboya, Mwasi Paza; Sibbertsen, Philipp - In: Economics letters 193 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012509210
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Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures
Meng, Ming; Lee, Hyejin; Cho, Myeong-hyeon; Lee, Junsoo - In: Economics letters 120 (2013) 2, pp. 195-199
Persistent link: https://www.econbiz.de/10010127774
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A simple test on structural change in long-memory time series
Wenger, Kai; Leschinski, Christian; Sibbertsen, Philipp - In: Economics letters 163 (2018), pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
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Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei; Sibbertsen, Philipp - In: Economics letters 144 (2016), pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
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Response surface estimates of the LM unit root tests
Nazlıoğlu, Şaban; Lee, Junsoo - In: Economics letters 192 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012508574