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The expectations hypothesis of the term structure of interest rates: evidence from the Fourier cointegration test
Güriş, Burak - In: Selected topics in applied econometrics, (pp. 139-147). 2019
Persistent link: https://www.econbiz.de/10012286977
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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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Asymptotic moments of autoregressive estimators with a near unit root and minimax risk
Hansen, Bruce E. - In: Essays in honor of Peter C. B. Phillips, (pp. 3-21). 2014
Persistent link: https://www.econbiz.de/10010442881
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On the modeling of financial time series
Kutergin, Aleksey; Filimonov, Vladimir - In: Financial econometrics and empirical market microstructure, (pp. 131-151). 2015
Persistent link: https://www.econbiz.de/10011326692
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A unified approach to testing for stationarity and unit roots
Harvey, Andrew C. - In: Identification and inference for econometric models : …, (pp. 403-425). 2005
Persistent link: https://www.econbiz.de/10003352588
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Least absolute deviation based unit root tests in smooth transition type of models
Sandberg, Rickard - In: Advances in non-linear economic modeling : theory and …, (pp. 141-166). 2014
Persistent link: https://www.econbiz.de/10010251587
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Investigation of weak form market efficiency of EU country stock markets in the crisis period
Kayral, İhsan Erdem - In: Evoluation of money, banking and financial crisis : …, (pp. 229-247). 2020
Persistent link: https://www.econbiz.de/10012802546
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Re-examining stock market efficiency in Nigeria using nonlinear unit root tests
Lawal, Adedoyin Isola; Salisu, Afees A.; Somoye, … - In: The impacts of monetary policy in the 21st century : …, (pp. 65-73). 2019
Persistent link: https://www.econbiz.de/10012224779
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Predictive recursion maximum likelihood of threshold autoregressive model
Pathairat Pastpipatkul; Woraphon Yamaka; Songsak … - In: Robustness in econometrics, (pp. 349-362). 2017
Persistent link: https://www.econbiz.de/10011801427
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Rational bubbles in Istanbul Stock Exchange : linear and nonlinear unit root tests
Altay, Erdinç - In: Global stock exchanges : stability, interrelationships, …, (pp. 35-67). 2009
Persistent link: https://www.econbiz.de/10008840551