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Uniform asymptotics and confidence regions based on the adaptive Lasso with partially consistent tuning
Amann, Nicolai; Schneider, Ulrike - In: Econometric theory 39 (2023) 6, pp. 1097-1122
Persistent link: https://www.econbiz.de/10014465365
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A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS
Vogelsang, Timothy J.; Wagner, Martin - In: Econometric theory 29 (2012) 3, pp. 609-628
Persistent link: https://www.econbiz.de/10010120923
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A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES
Bauer, Dietmar; Wagner, Martin - In: Econometric theory 28 (2012) 6, pp. 1313-1350
Persistent link: https://www.econbiz.de/10010041906
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A fixed-b perspective on the Phillips-Perron unit root tests
Vogelsang, Timothy J.; Wagner, Martin - In: Econometric theory 29 (2013) 3, pp. 609-628
Persistent link: https://www.econbiz.de/10009778503
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A state space canonical form for unit root processes
Bauer, Dietmar; Wagner, Martin - In: Econometric theory 28 (2012) 6, pp. 1313-1349
Persistent link: https://www.econbiz.de/10009743172
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Cointegrating polynomial regressions : fully modified OLS estimation and inference
Wagner, Martin; Hong, Seung Hyun - In: Econometric theory 32 (2016) 5, pp. 1289-1315
Persistent link: https://www.econbiz.de/10011661753