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Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre; Rodríguez, Gabriel - In: The econometrics journal 19 (2016) 1, pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
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Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: The econometrics journal 17 (2014) 3, pp. 338-372
Persistent link: https://www.econbiz.de/10010498715
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Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.; Taylor, Robert - In: The econometrics journal 21 (2018) 3, pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
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The limiting distribution of the t-ratio for the unit root test in an AR(1)
Dietrich, Franz K. - In: The econometrics journal 4 (2001) 4, pp. 242-256
Persistent link: https://www.econbiz.de/10001651356
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Forecasting autoregressive time series in the presence of deterministic components
Ng, Serena; Vogelsang, Timothy J. - In: The econometrics journal 5 (2002) 1, pp. 196-224
Persistent link: https://www.econbiz.de/10001683704
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Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James; Kim, Tae-hwan; Smith, Vanessa; … - In: The econometrics journal 6 (2003) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
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The finite sample distribution of the KPSS test
Hornok, Attila; Larsson, Rolf - In: The econometrics journal 3 (2000) 1, pp. 108-121
Persistent link: https://www.econbiz.de/10001532226
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Residual-based block bootstrap unit root testing in the presence of trend breaks
Ioannidis, Evangelos E. - In: The econometrics journal 8 (2005) 3, pp. 323-351
Persistent link: https://www.econbiz.de/10003209129
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Functional-coefficient models under unit root behaviour
Juhl, Ted - In: The econometrics journal 8 (2005) 2, pp. 197-213
Persistent link: https://www.econbiz.de/10003018933
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Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh; Yu, Xuewen - In: The econometrics journal 24 (2021) 1, pp. 83-102
Persistent link: https://www.econbiz.de/10012504451