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Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis; Vogelsang, Timothy J.; Wagner, Martin - In: Journal of econometrics 185 (2015) 2, pp. 378-391
Persistent link: https://www.econbiz.de/10011349024
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Unit root tests in the presence of uncertainty about the non-stochastic trend
Ayat, K. Leila; Burridge, Peter - In: Journal of econometrics 95 (2000) 1, pp. 71-96
Persistent link: https://www.econbiz.de/10001432518
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Nonlinear estimation using estimated cointegrated relations
Jong, Robert M. de - In: Journal of econometrics 101 (2001) 1, pp. 109-122
Persistent link: https://www.econbiz.de/10001545122
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Some elemetary distribution theory for an autogression fitted to a random walk
Rothenberg, Thomas J. - In: Journal of econometrics 111 (2002) 2, pp. 355-361
Persistent link: https://www.econbiz.de/10001715759
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Conditional testing for unit-root bilinearity in financial time series : some theoretical and empirical results
Charemza, Wojciech; Lifshits, Mikhail; Makarova, Svetlana - In: Journal of economic dynamics & control 29 (2005) 1/2, pp. 63-96
Persistent link: https://www.econbiz.de/10002590137
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Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.; Taylor, Robert - In: Journal of econometrics 105 (2001) 2, pp. 309-336
Persistent link: https://www.econbiz.de/10001633661
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Testing stationarity of functional time series
Horváth, Lajos; Kokoszka, Piotr; Rice, Gregory - In: Journal of econometrics 179 (2014) 1, pp. 66-82
Persistent link: https://www.econbiz.de/10010258271
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Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 176 (2013) 1, pp. 30-45
Persistent link: https://www.econbiz.de/10009764402
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Distribution theory for the studentized mean for long, short, and negative memory time series
McElroy, Tucker; Politis, Dimitris N. - In: Journal of econometrics 177 (2013) 1, pp. 60-76
Persistent link: https://www.econbiz.de/10010189878
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Residual based tests for cointegration in dependent panels
Chang, Yoosoon; Nguyen, Chi Mai - In: Journal of econometrics 168 (2012) 2, pp. 504-520
Persistent link: https://www.econbiz.de/10009614609