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TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, Stephen J. - In: Econometric theory 27 (2011) 5, pp. 957-992
Persistent link: https://www.econbiz.de/10009287897
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COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A.M. Robert - In: Econometric theory 26 (2010) 6, pp. 1719-1761
Persistent link: https://www.econbiz.de/10008719749
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Limited time series with a unit root
Cavaliere, Giuseppe - In: Econometric theory 21 (2005) 5, pp. 907-945
Persistent link: https://www.econbiz.de/10003101945
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The asymtotic distribution of the Dickey-Fuller statistics under nonnegativity constraint : solution
Cavaliere, Giuseppe - In: Econometric theory 20 (2004) 4, pp. 808-810
Persistent link: https://www.econbiz.de/10002163153
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BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY
Smeekes, Stephan; Taylor, A.M. Robert - In: Econometric theory 28 (2011) 2, pp. 422-457
Persistent link: https://www.econbiz.de/10009847394
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ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
Iacone, Fabrizio; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Econometric theory 29 (2012) 2, pp. 393-418
Persistent link: https://www.econbiz.de/10010099085
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SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION
Taylor, A.M. Robert; Vogelsang, Timothy J. - In: Econometric theory 27 (2011) 5, pp. 929-933
Persistent link: https://www.econbiz.de/10009287899
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ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS
Castro, Tomás del Barrio; Osborn, Denise R.; Taylor, … - In: Econometric theory 28 (2012) 5, pp. 1121-1144
Persistent link: https://www.econbiz.de/10010028020
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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