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Unit root tests in three-regime SETAR models
Kapetanios, George; Shin, Yongcheol - In: The econometrics journal 9 (2006) 2, pp. 252-278
Persistent link: https://www.econbiz.de/10003352022
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Testing for time series linearity
Harvey, David I.; Leybourne, Stephen James - In: The econometrics journal 10 (2007) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
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Optimal panel unit root testing with covariates
Juodis, Artūras; Westerlund, Joakim - In: The econometrics journal 22 (2019) 1, pp. 57-72
Persistent link: https://www.econbiz.de/10012166653
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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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Adaptive wild bootstrap tests for a unit root with non‐stationary volatility
Boswijk, Herman Peter; Zu, Yang - In: The econometrics journal 21 (2018) 2, pp. 87-113
Persistent link: https://www.econbiz.de/10012166602
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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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Testing for reducing to random walk in autogressive conditional heteroskedasticity models
Klüppelberg, Claudia; Maller, Ross A.; Vyver, Mark van de - In: The econometrics journal 5 (2002) 2, pp. 387-416
Persistent link: https://www.econbiz.de/10001713307
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Markov level shifts and the unit-root hypothesis
Psaradakis, Zacharias G. - In: The econometrics journal 4 (2001) 4, pp. 225-241
Persistent link: https://www.econbiz.de/10001651355
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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