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Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Harvey, David I.; Leybourne, Stephen James; Zu, Yang - In: Econometric theory 36 (2020) 1, pp. 122-169
Persistent link: https://www.econbiz.de/10012156819
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Mixed normal inference on multicointegration
Boswijk, Herman Peter - In: Econometric theory 26 (2010) 5, pp. 1565-1576
Persistent link: https://www.econbiz.de/10008662656
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Mixed normality and ancillarity in
Boswijk, Herman Peter - In: Econometric theory 16 (2000) 6, pp. 878-904
Persistent link: https://www.econbiz.de/10001548334