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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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21
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21
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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65
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1
One-dimensional inference in autoregressive models with potential presence of a unit root
Mikusheva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
1
,
pp. 173-212
Persistent link: https://www.econbiz.de/10009507943
Saved in:
2
Nearly efficient likelihood ratio tests of the unit root hypothesis
Jansson, Michael
;
Nielsen, Ørregaard
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2321-2332
Persistent link: https://www.econbiz.de/10009665449
Saved in:
3
Efficient tests under a weak convergence assumption
Müller, Ulrich K.
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
2
,
pp. 395-435
Persistent link: https://www.econbiz.de/10009012627
Saved in:
4
Semiparametric power envelopes for tests of the unit root hypothesis
Jansson, Michael
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1103-1142
Persistent link: https://www.econbiz.de/10003765873
Saved in:
5
Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
5
,
pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
Saved in:
6
Using asset prices to measure the persistence of the marginal utility of wealth
Alvarez, Fernando
;
Jermann, Urban J.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
6
,
pp. 1977-2016
Persistent link: https://www.econbiz.de/10003185987
Saved in:
7
GMM estimation of autoregressive roots near unity with panel data
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 467-522
Persistent link: https://www.econbiz.de/10001978010
Saved in:
8
A panic attack on unit roots and cointegration
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
4
,
pp. 1127-1177
Persistent link: https://www.econbiz.de/10002132537
Saved in:
9
Residual-based block bootstrap for unit root testing
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
3
,
pp. 813-855
Persistent link: https://www.econbiz.de/10001769225
Saved in:
10
Tests for unit roots and the initial condition
Müller, Ulrich K.
;
Elliott, Graham
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
4
,
pp. 1269-1286
Persistent link: https://www.econbiz.de/10001792666
Saved in:
11
Bootstrap unit root tests
Park, Joon Y.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
6
,
pp. 1845-1895
Persistent link: https://www.econbiz.de/10001841366
Saved in:
12
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
Saved in:
13
A fractional Dickey-Fuller test for unit roots
Dolado, Juan J.
;
Gonzalo, Jesús
;
Mayoral, Laura
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
5
,
pp. 1963-2006
Persistent link: https://www.econbiz.de/10001702252
Saved in:
14
Lower risk bounds and properties of confidence sets for ill-posed estimation problems with applications to spectral density and persistence estimation, unit roots, and estimation o...
Pötscher, Benedikt M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1035-1065
Persistent link: https://www.econbiz.de/10001688015
Saved in:
15
Lag length selection and the construction of unit root tests with good size and power
Ng, Serena
;
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1519-1554
Persistent link: https://www.econbiz.de/10001624975
Saved in:
16
Threshold autoregression with a unit root
Caner, Mehmet
;
Hansen, Bruce E.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
6
,
pp. 1555-1596
Persistent link: https://www.econbiz.de/10001624976
Saved in:
17
The asymptotic distribution of unit root tests of unstable autoregressive processes
Nielsen, Bent
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
1
,
pp. 211-219
Persistent link: https://www.econbiz.de/10001545117
Saved in:
18
Estimation when a parameter is on a boundary
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
6
,
pp. 1341-1383
Persistent link: https://www.econbiz.de/10001429212
Saved in:
19
A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
Saved in:
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