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Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Leybourne, Stephen James; Newbold, Paul - In: Econometric theory 16 (2000) 5, pp. 779-789
Persistent link: https://www.econbiz.de/10001533177
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Asymptotic distributions for unit root test statistics in nearly integrated seasonal autoregressive models
Nabeya, Seiji - In: Econometric theory 16 (2000) 2, pp. 200-230
Persistent link: https://www.econbiz.de/10001483367
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The nonstationary fractional unit root
Tanaka, Katsuto - In: Econometric theory 15 (1999) 4, pp. 549-582
Persistent link: https://www.econbiz.de/10001490743
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Multivariate time series with various hidden unit roots, Part 1, Integral operator algebra and representation theory
Grégoir, Stéphane - In: Econometric theory 15 (1999) 4, pp. 435-468
Persistent link: https://www.econbiz.de/10001492142
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Multivariate time series with various hidden unit roots, Part 2, Estimation and testing
Grégoir, Stéphane - In: Econometric theory 15 (1999) 4, pp. 469-518
Persistent link: https://www.econbiz.de/10001492189
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Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals
So, Beong Soo; Shin, Dong-wan - In: Econometric theory 15 (1999) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10001381830
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A correction factor for unit root test statistics
Bravo, Francesco - In: Econometric theory 15 (1999) 2, pp. 218-227
Persistent link: https://www.econbiz.de/10001381843
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Unit root seasonal autoregressive models with a polynomial trend of higher degree
Nabeya, Seiji - In: Econometric theory 17 (2001) 2, pp. 357-385
Persistent link: https://www.econbiz.de/10001568401
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Approximation to the limiting distribution of t- and d-statistics in testing for seasonal unit roots
Nabeya, Seiji - In: Econometric theory 17 (2001) 4, pp. 711-737
Persistent link: https://www.econbiz.de/10001606775
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Complex unit roots and business cycles : are they real?
Bierens, Herman J. - In: Econometric theory 17 (2001) 5, pp. 962-983
Persistent link: https://www.econbiz.de/10001609185