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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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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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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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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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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