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A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro; Nagai, Keiji; Nishiyama, Yoshihiko; … - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 115-153). 2023
Persistent link: https://www.econbiz.de/10014313472
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Regression-based tests for persistence in conditional variances
Psaradakis, Zacharias G.; Tzavalis, Elias - 1995
Persistent link: https://www.econbiz.de/10000912747
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An introduction to stochastic unit root processes
Granger, C. W. J.; Swanson, Norman R. - 1992
Persistent link: https://www.econbiz.de/10000853664
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A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000826504
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Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.; Phillips, Peter C. B.; Schmidt, Peter - 1991
Persistent link: https://www.econbiz.de/10000828125
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Unit roots, stationarity, and persistence in finite sample macroeconometrics
Blough, Stephen Richard - 1990 - Rev
Persistent link: https://www.econbiz.de/10000788763
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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet (contributor); Kilian, Lutz (contributor) - 1999
Persistent link: https://www.econbiz.de/10001397820
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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for applied work
Caner, Mehmet; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001404606
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On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 93 (1999) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10001406636
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Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001409492