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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

Inflation differential and inflation targeting in India

Patnaik, Anuradha - In: Praj̄nȧn : journal of social and management sciences 45 (2016) 1, pp. 9-24

Persistent link: https://www.econbiz.de/10011558226

HAC corrections for strongly autocorrelated time series

Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 311-340

Persistent link: https://www.econbiz.de/10010488557

Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model

Kapetanios, George; Shin, Yongcheol - In: Econometric reviews 30 (2011) 6, pp. 620-645

Persistent link: https://www.econbiz.de/10009269801

The random walk hypothesis (RWH) evidences from national stock exchange (NSE)

Ahmad, Akhlaque; Korivi, Sunder Ram - In: International economics & finance journal : (IEFJ) 9 (2014) 2, pp. 101-107

Persistent link: https://www.econbiz.de/10011414573

Bayesian inference for a threshold autoregression with a unit root

Smith, Penelope - 2006

Persistent link: https://www.econbiz.de/10003389522

Linearity tests and stationarity

Kiliç, Rehim - In: The econometrics journal 7 (2004) 1, pp. 55-62

Persistent link: https://www.econbiz.de/10002121943

Detection of regime switches between stationary and nonstationary processes and economc forecasting

Fukuda, Kosei - In: Journal of forecasting 24 (2005) 4, pp. 255-267

Persistent link: https://www.econbiz.de/10003007229

Inference for unit roots in a panel smooth transition autoregressive model where the time dimension is fixed

He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource], Rev. February 18, 2005

In this paper we derive a unit root test against a Panel Logistic Smooth Transition Autoregressive (PLSTAR). The analysis is concentrated on the case where the time dimension is fixed and the cross section dimension tends to infinity. Under the null hypothesis of a unit root, we show that the...

Persistent link: https://www.econbiz.de/10002577852

The consequences of seasonal adjustment for periodic autoregressive processes

Barrio Castro, Tomas del; Osborn, Denise R. - In: The econometrics journal 7 (2004) 2, pp. 307-321

Persistent link: https://www.econbiz.de/10002463439