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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
Saved in:
2
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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3
Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
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4
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
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5
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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6
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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7
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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8
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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9
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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10
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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