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Tests of common stochastic trends
Nyblom, Jukka; Harvey, Andrew C. - In: Econometric theory 16 (2000) 2, pp. 176-199
Persistent link: https://www.econbiz.de/10001483364
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The Dickey-Fuller test for exponential random walks
Davies, Paul L.; Krämer, Walter - In: Econometric theory 19 (2003) 5, pp. 865-877
Persistent link: https://www.econbiz.de/10001802826
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On the Asymptotic properties of some seasonal unit root tests
Taylor, Robert - In: Econometric theory 19 (2003) 2, pp. 311-321
Persistent link: https://www.econbiz.de/10001743408
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Stationary processes that look like random walks : the bounded random walk process in discrete and continuous time
Nicolau, João - In: Econometric theory 18 (2002) 1, pp. 99-118
Persistent link: https://www.econbiz.de/10001652620
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Nonparametric specification testing for nonlinear time series with nonstationarity
Gao, Jiti; King, Maxwell L.; Lu, Zu-di; Tjøstheim, Dag - In: Econometric theory 25 (2009) 6, pp. 1869-1892
Persistent link: https://www.econbiz.de/10003904450
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Sums of exponentials of random walks with drift
Qu, Xi; Jong, Robert M. de - In: Econometric theory 28 (2012) 4, pp. 915-924
Persistent link: https://www.econbiz.de/10009669724
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On distinguishing betweeen random walk and change in the mean alternatives
Aue, Alexander; Horváth, Lajos; Hušková, Marie; … - In: Econometric theory 25 (2009) 2, pp. 411-441
Persistent link: https://www.econbiz.de/10003818307
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Stochastic unit root models
Gouriéroux, Christian; Robert, Christian Yann - In: Econometric theory 22 (2006) 6, pp. 1052-1090
Persistent link: https://www.econbiz.de/10003396936
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Monitoring procedures to detect unit roots and stationarity
Steland, Ansgar - In: Econometric theory 23 (2007) 6, pp. 1108-1135
Persistent link: https://www.econbiz.de/10003591836