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Tests of common stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - In: Econometric theory 16 (2000) 2, pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
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TESTING FOR TREND
Busetti, Fabio; Harvey, Andrew; Andrews, D.W.K.; … - In: Econometric theory 24 (2008) 1, pp. 72-87
Persistent link: https://www.econbiz.de/10007896793
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Stationarity tests for irregulary spaced observations and the effects of sampling frequency on power
Busetti, Fabio; Taylor, Robert - In: Econometric theory 21 (2005) 4, pp. 757-794
Persistent link: https://www.econbiz.de/10003004722
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BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
Cavaliere, Giuseppe; Taylor, A.M.Robert; Andrews, D.W.K.; … - In: Econometric theory 24 (2008) 1, pp. 43-71
Persistent link: https://www.econbiz.de/10007896794
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TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS
Cavaliere, Giuseppe; Georgiev, Iliyan; Aitchison, J.; … - In: Econometric theory 23 (2007) 6, pp. 1162-1216
Persistent link: https://www.econbiz.de/10007869212
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STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER
Busetti, Fabio; Taylor, A.M.Robert - In: Econometric theory 21 (2005) 4, pp. 757-794
Persistent link: https://www.econbiz.de/10006958760
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THE REAL PART OF A COMPLEX ARMA PROCESS
Bailey, Ralph W.; Bell, E.T.; Brockwell, P.J.; Davis, R.A. - In: Econometric theory 23 (2007) 3, pp. 537-545
Persistent link: https://www.econbiz.de/10007718225
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ARTICLES - Tests of Common Stochastic Trends
Nyblom, Jukka; Harvey, Andrew - In: Econometric theory 16 (2000) 2, pp. 176-199
Persistent link: https://www.econbiz.de/10006984136