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1
Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.
;
Peel, David
;
Sarno, Lucio
- In:
International economic review
42
(
2001
)
4
,
pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
Saved in:
2
Generalized method of moments estimation when a parameter is on a boundary
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
4
,
pp. 530-544
Persistent link: https://www.econbiz.de/10001705965
Saved in:
3
A family of nonparametric unit root tests for processes driven by infinite variance innovations
Gogebakan, Kemal Caglar
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 705-721
Persistent link: https://www.econbiz.de/10013554942
Saved in:
4
Bubbles and the Weibull distribution : was there an explosive bubble in US stock prices before the global economic crisis?
Yuhn, Ky-hyang
;
Kim, Sang Bong
;
Nam, Chu-ha
- In:
Applied economics
47
(
2015
)
1/3
,
pp. 255-271
Persistent link: https://www.econbiz.de/10010463934
Saved in:
5
Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Econometric theory
20
(
2004
)
4
,
pp. 645-670
Persistent link: https://www.econbiz.de/10002163033
Saved in:
6
Distribution approximation of unit root tests in autoregressive models
Larsson, Rolf
- In:
The econometrics journal
1
(
1998
)
2
,
pp. 10-26
Persistent link: https://www.econbiz.de/10001443695
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7
The asymptotic distribution of unit root tests of unstable autoregressive processes
Nielsen, Bent
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
1
,
pp. 211-219
Persistent link: https://www.econbiz.de/10001545117
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8
Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate
Chang, Yoosoon
;
Kaufmann, Robert Kurt
;
Kim, Chang Sik
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 274-294
Persistent link: https://www.econbiz.de/10012438324
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9
Nonstationarity in time series of state densities
Chang, Yoosoon
;
Kim, Chang Sik
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 152-167
Persistent link: https://www.econbiz.de/10011617129
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10
Testing for stationarity with covariates : more powerful tests with non-normal errors
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Karul, Cagin
;
You, Yu
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 191-203
Persistent link: https://www.econbiz.de/10013334708
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