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Unit root tests under time-varying variances
Cavaliere, Giuseppe - In: Econometric reviews 23 (2004) 3, pp. 259-292
Persistent link: https://www.econbiz.de/10002263235
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Testing mean reversion in target-zone exchange rates
Cavaliere, Giuseppe - In: Applied economics 37 (2005) 20, pp. 2335-2347
Persistent link: https://www.econbiz.de/10003221534
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Limited time series with a unit root
Cavaliere, Giuseppe - In: Econometric theory 21 (2005) 5, pp. 907-945
Persistent link: https://www.econbiz.de/10003101945
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Testing the unit root hypothesis using generalized range statistics
Cavaliere, Giuseppe - In: The econometrics journal 4 (2001) 1, pp. 70-88
Persistent link: https://www.econbiz.de/10001612283
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Asymptotics for unit root tests under Markov regime-switching
Cavaliere, Giuseppe - In: The econometrics journal 6 (2003) 1, pp. 193-216
Persistent link: https://www.econbiz.de/10001781055
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Testing stationarity under a permanent variance shift
Cavaliere, Giuseppe - In: Economics letters 82 (2004) 3, pp. 403-408
Persistent link: https://www.econbiz.de/10001938525
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Fluctuation tests for a change in persistence
Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002141954
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Fluctuation tests for a change in persistence
Taylor, Robert - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
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Variance ratio tests of the seasonal unit root hypothesis
Taylor, Robert - In: Journal of econometrics 124 (2005) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10002439367
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Robust stationarity tests in seasonal time series processes
Taylor, Robert - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 156-163
Persistent link: https://www.econbiz.de/10001728891