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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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Nearly efficient likelihood ratio tests of a unit root in an autoregressive model of arbitrary order
Brien, Samuel; Jansson, Michael; Nielsen, Morten Ørregaard - In: Econometric theory 40 (2024) 5, pp. 1159-1183
Persistent link: https://www.econbiz.de/10015154320
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Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric theory 27 (2011) 6, pp. 1117-1151
Persistent link: https://www.econbiz.de/10009489719
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Testing for unit roots in autoregressions with multiple level shifts
Cavaliere, Giuseppe; Georgiev, Iliyan - In: Econometric theory 23 (2007) 6, pp. 1162-1215
Persistent link: https://www.econbiz.de/10003591856
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Estimation of spatial autoregressions with stochastic weight matrices
Gupta, Abhimanyu - In: Econometric theory 35 (2019) 2, pp. 417-463
Persistent link: https://www.econbiz.de/10012146143
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LM tests in the presence of non-normal error distributions
Furno, Marilena - In: Econometric theory 16 (2000) 2, pp. 249-261
Persistent link: https://www.econbiz.de/10001483372
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A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de - In: Econometric theory 16 (2000) 2, pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
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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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Testing for zero autocorrelation when the innovations belong to the normal domain of attraction of a cauchy law
Runde, Ralf - In: Econometric theory 15 (1999) 2, pp. 177-183
Persistent link: https://www.econbiz.de/10001381835
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The behavior of forecast errors from a nearly integrated AR(1) model as both sample size and forecast horizon become large
Kemp, Gordon C. R. - In: Econometric theory 15 (1999) 2, pp. 238-256
Persistent link: https://www.econbiz.de/10001381851