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Asymptotic theory for near integrated processes driven by tempered linear processes
Sabzikar, Farzad; Wang, Qiying; Phillips, Peter C. B. - In: Journal of econometrics 216 (2020) 1, pp. 192-202
Persistent link: https://www.econbiz.de/10012439672
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The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh; Perron, Pierre - In: Journal of econometrics 146 (2008) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10003778212
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Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Gospodinov, Nikolaj - In: Journal of econometrics 146 (2008) 1, pp. 146-161
Persistent link: https://www.econbiz.de/10003778271
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Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
Kruiniger, Hugo - In: Journal of econometrics 144 (2008) 2, pp. 447-464
Persistent link: https://www.econbiz.de/10003774677
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Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, Paulo M. M.; Taylor, Robert - In: Journal of econometrics 120 (2004) 1, pp. 35-73
Persistent link: https://www.econbiz.de/10001998863
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The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 132 (2006) 1, pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
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Unit root testing via the stationary bootstrap
Parker, Cameron; Paparoditis, Efstathios; Politis, … - In: Journal of econometrics 133 (2006) 2, pp. 601-638
Persistent link: https://www.econbiz.de/10003359595
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A bootstrap theory for weakly integrated processes
Park, Joon Y. - In: Journal of econometrics 133 (2006) 2, pp. 639-672
Persistent link: https://www.econbiz.de/10003359614
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Estimating deterministic trends with an integrated or stationary noise component
Perron, Pierre; Yabu, Tomoyoshi - In: Journal of econometrics 151 (2009) 1, pp. 56-69
Persistent link: https://www.econbiz.de/10003855082
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Unit root quantile autoregression testing using covariates
Galvão Júnior, Antônio Fialho - In: Journal of econometrics 152 (2009) 2, pp. 165-178
Persistent link: https://www.econbiz.de/10003892736