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Adaptive consistent unit root tests based on autoregressive threshold model
Bec, Frédérique; Guay, Alain; Guerre, Emmanuel - 2002
Persistent link: https://www.econbiz.de/10001720960
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On the asymptotic properties of some seasonal unit root tests
Taylor, Robert - 2002
Persistent link: https://www.econbiz.de/10001657891
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Distribution of the least squares estimator in a first-order autoregressive model
Ali, Mukhtar M. - In: Econometric reviews 21 (2002) 1, pp. 89-119
Persistent link: https://www.econbiz.de/10001660019
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Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku; Saikkonen, Pentti - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 282-289
Persistent link: https://www.econbiz.de/10001660384
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Likelihood-based inference in trending time series with a root near unity
Xiao, Zhijie - In: Econometric theory 17 (2001) 6, pp. 1082-1112
Persistent link: https://www.econbiz.de/10001638376
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Determining the order of differencing in autoregressive processes
Dickey, David A.; Pantula, Sastry G. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 18-24
Persistent link: https://www.econbiz.de/10001639870
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Estimation for autoregressive time series with a root near 1
Roy, Anindya; Fuller, Wayne A. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 482-493
Persistent link: https://www.econbiz.de/10001646395
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Bootstrapping autoregressive processes with possible unit roots
Inoue, Atsushi; Kilian, Lutz - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 377-391
Persistent link: https://www.econbiz.de/10001648114
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Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - 2001
Persistent link: https://www.econbiz.de/10001618853
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On the Asymptotic properties of some seasonal unit root tests
Taylor, Robert - In: Econometric theory 19 (2003) 2, pp. 311-321
Persistent link: https://www.econbiz.de/10001743408