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type_genre:"Article in journal"
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~subject:"Autokorrelation"
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Search: subject_exact:"Dickey-Fuller-Test"
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1
Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
Duffy, James A.
- In:
Econometric theory
36
(
2020
)
4
,
pp. 559-582
Persistent link: https://www.econbiz.de/10012258405
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2
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
Saved in:
3
Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1699-1716
Persistent link: https://www.econbiz.de/10003771892
Saved in:
4
Testing for seasonal unit roots in periodic integrated autoregressive processes
Barrio Castro, Tomas del
;
Osborn, Denise R.
- In:
Econometric theory
24
(
2008
)
4
,
pp. 1093-1129
Persistent link: https://www.econbiz.de/10003736867
Saved in:
5
Regime-switching autoregressive coefficients and the asymptotics for unit root tests
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
24
(
2008
)
4
,
pp. 1137-1148
Persistent link: https://www.econbiz.de/10003736886
Saved in:
6
A robust Bayesian approach for unit root testing
Conigliani, Caterina
;
Spezzaferri, Fulvio
- In:
Econometric theory
23
(
2007
)
3
,
pp. 440-463
Persistent link: https://www.econbiz.de/10003541250
Saved in:
7
Testing for unit roots in autoregressions with multiple level shifts
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1162-1215
Persistent link: https://www.econbiz.de/10003591856
Saved in:
8
Testing for cointegration in nonlinear smooth transition error correction models
Kapetanios, George
;
Shin, Yongcheol
;
Snell, Andy
- In:
Econometric theory
22
(
2006
)
2
,
pp. 279-303
Persistent link: https://www.econbiz.de/10003301237
Saved in:
9
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
Saved in:
10
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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