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Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.; Lee, Ji Hyung - In: Econometric reviews 34 (2015) 6/10, pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
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Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh; Yu, Xuewen - 2019
Persistent link: https://www.econbiz.de/10012139722
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Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh; Yu, Xuewen - In: The econometrics journal 24 (2021) 1, pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
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Asymptotic distribution of the conditional sum of squares estimator under moderate deviation from a unit root in MA(1)
Yabe, Ryota - 2014
Persistent link: https://www.econbiz.de/10011350325
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Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
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Unit root vector autoregression with volatility induced stationarity
Bohn Nielsen, Heino; Rahbek, Anders - In: Journal of empirical finance 29 (2014), pp. 144-167
Persistent link: https://www.econbiz.de/10011300499
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Bootstrap point optimal unit root tests
Wang, Liqiong - In: Journal of time series econometrics 6 (2014) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010225261
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Testing the long run neutrality of money in developing economies : evidence from EMCCA
Ekomie, Jean-Jacques Tony - In: Modern economy 4 (2013) 1, pp. 49-55
Persistent link: https://www.econbiz.de/10010201969
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Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run
Chun, Sungju; Perron, Pierre - In: Applied economics 45 (2013) 22/24, pp. 3412-3528
Persistent link: https://www.econbiz.de/10010345346
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Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null
Sollis, Robert - In: Journal of time series econometrics 8 (2016) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011440443