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Jointly testing linearity and nonstationarity within threshold autoregressions
Pitarakis, Jean-Yves - 2012
Persistent link: https://www.econbiz.de/10009672417
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A new test on asset return predictability with structural breaks
Cai, Zongwu; Chang, Seong Yeon - 2022
Persistent link: https://www.econbiz.de/10012888261
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Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing
Bec, Frédérique; Bohn Nielsen, Heino; Sai͏̈di, Sarra - 2019
Persistent link: https://www.econbiz.de/10012237317
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh; Yu, Xuewen - 2019
Persistent link: https://www.econbiz.de/10012139722
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Irrelevant but highly persistent instruments in stationary regressions with endogeneous variables containing near-to-unit roots
Panopulu, Aikaterinē; Kourogenis, Nicolaos; Pittis, Nikitas - 2006
Persistent link: https://www.econbiz.de/10003292260
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A simple unit root test consistent against any stationary alternative
Bec, Frédérique; Guay, Alain - 2020
Persistent link: https://www.econbiz.de/10012429907
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A simple unit root test consistent against any stationary alternative
Bec, Frédérique; Guay, Alain - 2020
Persistent link: https://www.econbiz.de/10012319299
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Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990
Persistent link: https://www.econbiz.de/10000129167
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Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev
Persistent link: https://www.econbiz.de/10000799442