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Phillips, Peter C. B.
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105
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90
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86
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Yu, Jun
67
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48
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42
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41
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39
Linton, Oliver
39
Madan, Dilip B.
38
Shephard, Neil G.
38
Benth, Fred Espen
37
Chan, Joshua
37
Rodriguez, Gabriel
37
Chang, Hsu-Ling
36
Lee, Junsoo
36
Lütkepohl, Helmut
36
Smyth, Russell
35
Pesaran, M. Hashem
34
Todorov, Viktor
34
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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School of Economics, Singapore Management University
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Erasmus Research Institute of Management
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Judge Institute of Management Studies
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Australian National University / Faculty of Economics and Commerce
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Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
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3
Kansantaloustieteen Laitos <Helsinki>
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London School of Economics and Political Science
3
National Institute of Economic and Social Research
3
OECD
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European journal of operational research : EJOR
646
Journal of econometrics
333
International journal of theoretical and applied finance
325
Insurance / Mathematics & economics
282
Economics letters
244
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
176
Economic modelling
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International journal of production research
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Quantitative finance
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Applied economics
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Applied economics letters
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Operations research letters
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Mathematics of operations research
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Journal of economic dynamics & control
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Econometric theory
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Risks : open access journal
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Computational economics
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International journal of production economics
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Applied mathematical finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Energy economics
109
The journal of computational finance
107
Working paper
97
Finance research letters
95
Journal of mathematical finance
91
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Cowles Foundation discussion paper
83
International journal of financial engineering
82
INFORMS journal on computing : JOC
80
Transportation research / E : an international journal
80
Discussion papers of interdisciplinary research project 373
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
78
Mathematical methods of operations research
77
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ECONIS (ZBW)
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EconStor
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RePEc
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1
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
Saved in:
2
An introduction to stochastic unit root processes
Granger, C. W. J.
;
Swanson, Norman R.
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000892000
Saved in:
3
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
Saved in:
4
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
Saved in:
5
The accuracy of normal approximation in a heterogeneous panel data unit root test
Jönsson, Kristian
- In:
Statistical papers
49
(
2008
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10003715392
Saved in:
6
Euro-zone inflation rates : stationary or regime-wise stationary processes
Lopez, Claude
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003732591
Saved in:
7
Unit root properties of crude oil spot and futures prices
Maslyuk, Svetlana
;
Smyth, Russell
-
2007
Persistent link: https://www.econbiz.de/10003644034
Saved in:
8
Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root
Gospodinov, Nikolaj
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 146-161
Persistent link: https://www.econbiz.de/10003778271
Saved in:
9
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002117501
Saved in:
10
Geometric Brownian Motion and structural breaks in oil prices : a quantitative analysis
Postali, Fernando A. S.
;
Picchetti, Paulo
- In:
Energy economics
28
(
2006
)
4
,
pp. 506-522
Persistent link: https://www.econbiz.de/10003351693
Saved in:
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