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Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard; Seo, Wonk-ki; Seong, Dakyung - 2022
Persistent link: https://www.econbiz.de/10012816384
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The power of unit root tests against nonlinear local alternatives
Demetrescu, Matei; Kruse, Robinson - 2012
Persistent link: https://www.econbiz.de/10009408480
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Unit roots, nonlinearities and structural breaks
Haldrup, Niels; Kruse, Robinson; Teräsvirta, Timo; … - 2012
Persistent link: https://www.econbiz.de/10009524063
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10008651639
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First and second order non-linear cointegration models
Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849457
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Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo; Johansen, Søren - 2017
Persistent link: https://www.econbiz.de/10011648634
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio; Nielsen, Morten Ørregaard; Taylor, Robert - 2021
Persistent link: https://www.econbiz.de/10012434016
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Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin; Teräsvirta, Timo - 2013
Persistent link: https://www.econbiz.de/10009751844
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Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - 2019 - This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
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Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - 2019
Persistent link: https://www.econbiz.de/10012316885