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ECONIS (ZBW)
91
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91
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1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
2
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
3
Nearly optimal test for long-run predictability with nearly integrated regressors
Sizova, Natalia
- In:
Econometric theory
37
(
2021
)
1
,
pp. 82-137
Persistent link: https://www.econbiz.de/10012437044
Saved in:
4
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
Saved in:
5
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric theory
36
(
2020
)
1
,
pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
Saved in:
6
Bootstrap-assisted unit root testing with piecewise locally stationary errors
Rho, Yeonwoo
;
Shao, Xiaofeng
- In:
Econometric theory
35
(
2019
)
1
,
pp. 142-166
Persistent link: https://www.econbiz.de/10012146125
Saved in:
7
A test for weak stationarity in the spectral domain
Hidalgo, Javier
;
Souza, Pedro C. L.
- In:
Econometric theory
35
(
2019
)
3
,
pp. 547-600
Persistent link: https://www.econbiz.de/10012146156
Saved in:
8
Computing limiting local powers and power envelopes of panel MA unit root tests and stationarity tests
Tanaka, Katsuto
- In:
Econometric theory
35
(
2019
)
5
,
pp. 978-1011
Persistent link: https://www.econbiz.de/10012146190
Saved in:
9
Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
Saved in:
10
Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric theory
34
(
2018
)
2
,
pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
Saved in:
11
Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
Saved in:
12
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
13
Asymptotically UMP panel unit root tests : the effect of heterogeneity in the alternatives
Becheri, I. Gaia
;
Drost, Feike C.
;
Akker, Roman van den
- In:
Econometric theory
31
(
2015
)
3
,
pp. 539-559
Persistent link: https://www.econbiz.de/10011341911
Saved in:
14
Asymptotically UMP panel unit root tests : the effect of heterogeneity in the alternatives
Becheri, I. Gaia
;
Drost, Feike C.
;
Akker, Ramon van den
- In:
Econometric theory
31
(
2015
)
3
,
pp. 539-559
Persistent link: https://www.econbiz.de/10011290895
Saved in:
15
Nonparametric nonstationarity tests
Bandi, Federico M.
;
Corradi, Valentina
- In:
Econometric theory
30
(
2014
)
1
,
pp. 127-149
Persistent link: https://www.econbiz.de/10010399784
Saved in:
16
Unit roots in life : a graduate student story
Phillips, Peter C. B.
- In:
Econometric theory
30
(
2014
)
4
,
pp. 719-736
Persistent link: https://www.econbiz.de/10010502147
Saved in:
17
The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724
Saved in:
18
A fixed-b perspective on the Phillips-Perron unit root tests
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Econometric theory
29
(
2013
)
3
,
pp. 609-628
Persistent link: https://www.econbiz.de/10009778503
Saved in:
19
Unit roots in white noise
Onatski, Alexei
;
Uhlig, Harald
- In:
Econometric theory
28
(
2012
)
3
,
pp. 485-508
Persistent link: https://www.econbiz.de/10009545839
Saved in:
20
On augmented hegy tests for seasonal unit roots
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric theory
28
(
2012
)
5
,
pp. 1121-1143
Persistent link: https://www.econbiz.de/10009714720
Saved in:
21
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
- In:
Econometric theory
28
(
2012
)
2
,
pp. 422-456
Persistent link: https://www.econbiz.de/10009520935
Saved in:
22
Null recurrent unit root processes
Myklebust, Terje
;
Karlsen, Hans Arnfinn
;
Tjøstheim, Dag
- In:
Econometric theory
28
(
2012
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10009520976
Saved in:
23
A state space canonical form for unit root processes
Bauer, Dietmar
;
Wagner, Martin
- In:
Econometric theory
28
(
2012
)
6
,
pp. 1313-1349
Persistent link: https://www.econbiz.de/10009743172
Saved in:
24
Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe
;
Harvey, David I.
;
Leybourne, …
- In:
Econometric theory
27
(
2011
)
5
,
pp. 957-991
Persistent link: https://www.econbiz.de/10009379762
Saved in:
25
Functional form misspecification in regressions with a unit root
Kasparis, Ioannis
- In:
Econometric theory
27
(
2011
)
2
,
pp. 285-311
Persistent link: https://www.econbiz.de/10009310795
Saved in:
26
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:
27
Estimation of unit root spatial dynamic panel data models
Yu, Jihai
;
Lee, Lung-fei
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1332-1362
Persistent link: https://www.econbiz.de/10008662668
Saved in:
28
Unit root tests with wavelets
Fan, Yanqin
;
Gençay, Ramazan
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1305-1331
Persistent link: https://www.econbiz.de/10008662670
Saved in:
29
Local asymptotic power of the Im-Peasaran-Shin panel unit root test and the impact of initial observations
Harris, David
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric theory
26
(
2010
)
1
,
pp. 311-324
Persistent link: https://www.econbiz.de/10003968586
Saved in:
30
Panel unit root tests with cross-section dependence : a further investigation
Bai, Jushan
;
Ng, Serena
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1088-1114
Persistent link: https://www.econbiz.de/10003993826
Saved in:
31
Unit root testing in practice : dealing with uncertainty over the trend and inital condition
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
3
,
pp. 587-636
Persistent link: https://www.econbiz.de/10003864148
Saved in:
32
Regression-based seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
;
Barrio Castro, Tomas del
- In:
Econometric theory
25
(
2009
)
2
,
pp. 527-560
Persistent link: https://www.econbiz.de/10003818361
Saved in:
33
Least absolute deviation estimation for unit root processes with GARCH errors
Li, Guodong
;
Li, Wai Keung
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1208-1227
Persistent link: https://www.econbiz.de/10003885748
Saved in:
34
Heteroskedastic time series with a unit root
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1228-1276
Persistent link: https://www.econbiz.de/10003885750
Saved in:
35
A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
Nielsen, Morten Ørregaard
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1515-1544
Persistent link: https://www.econbiz.de/10003904421
Saved in:
36
Testing for a unit root in the presence of a possible break in trend
Harris, David
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
Saved in:
37
The properties of Kullback-Leibler divergence for the unit root hypothesis
Marsh, Patrick W. N.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1662-1681
Persistent link: https://www.econbiz.de/10003904433
Saved in:
38
Heteroskedasticity-robust testing for a fractional unit root
Kew, Hsein
;
Harris, David
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1734-1753
Persistent link: https://www.econbiz.de/10003904441
Saved in:
39
GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
;
Perron, …
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1754-1792
Persistent link: https://www.econbiz.de/10003904443
Saved in:
40
Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham
;
Pesavento, Elena
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447
Saved in:
41
A note on the pooling of individual panic unit root tests
Westerlund, Joakim
;
Larsson, Rolf
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1851-1868
Persistent link: https://www.econbiz.de/10003904449
Saved in:
42
Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
4
,
pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
Saved in:
43
Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1682-1715
Persistent link: https://www.econbiz.de/10003904436
Saved in:
44
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:
45
Unit root and cointegration testing : guest editors' introduction
Lütkepohl, Helmut
;
Rodrigues, Paulo M. M.
- In:
Econometric theory
24
(
2008
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10003893874
Saved in:
46
Unit root and cointegration testing : conference program
In:
Econometric theory
24
(
2008
)
1
,
pp. 7-14
Persistent link: https://www.econbiz.de/10003893876
Saved in:
47
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
48
Testing for unit roots in panels with a factor structure
Breitung, Jörg
;
Das, Samarjit
- In:
Econometric theory
24
(
2008
)
1
,
pp. 88-108
Persistent link: https://www.econbiz.de/10003894117
Saved in:
49
Unit root and cointegration testing
Lütkepohl, Helmut
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003894166
Saved in:
50
Detection of functional form misspecification in cointegrating relations
Kasparis, Ioannis
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1373-1403
Persistent link: https://www.econbiz.de/10003748799
Saved in:
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