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Initial conditions and stationarity tests
Busetti, Fabio - In: Economics letters 105 (2009) 3, pp. 296-299
Persistent link: https://www.econbiz.de/10003931092
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Testing and estimation of models with stochastic trends
Busetti, Fabio - 2001
Persistent link: https://www.econbiz.de/10001752869
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Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio - In: Journal of forecasting 21 (2002) 2, pp. 81-105
Persistent link: https://www.econbiz.de/10001653522
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Testing for stochastic trends in series with structural breaks
Busetti, Fabio - 2000
Persistent link: https://www.econbiz.de/10013439233
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When is a copula constant? : a test for changing relationships
Busetti, Fabio; Harvey, Andrew C. - 2008
Persistent link: https://www.econbiz.de/10003851035
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Testing for trend
Busetti, Fabio; Harvey, Andrew C. - In: Econometric theory 24 (2008) 1, pp. 72-87
Persistent link: https://www.econbiz.de/10003894114
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Stationarity tests for irregulary spaced observations and the effects of sampling frequency on power
Busetti, Fabio; Taylor, Robert - In: Econometric theory 21 (2005) 4, pp. 757-794
Persistent link: https://www.econbiz.de/10003004722
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Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Taylor, Robert; Busetti, Fabio - 2002
Persistent link: https://www.econbiz.de/10001663131
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Seasonality tests
Busetti, Fabio; Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 420-436
Persistent link: https://www.econbiz.de/10001785809
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Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio; Taylor, Robert - In: Journal of econometrics 117 (2003) 1, pp. 21-53
Persistent link: https://www.econbiz.de/10001787600