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THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong; Abadir, K.M.; Hadri, K.; Abadir, K.M.; Lucas, A. - In: Econometric theory 23 (2007) 5, pp. 1013-1021
Persistent link: https://www.econbiz.de/10007762698
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TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
Breitung, Jörg; Das, Samarjit; Bai, J.; Ng, S.; Bai, J.; … - In: Econometric theory 24 (2008) 1, pp. 88-108
Persistent link: https://www.econbiz.de/10007896792
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MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY
Steland, Ansgar; Andrews, D.W.K.; Bai, J.; Bai, J.; … - In: Econometric theory 23 (2007) 6, pp. 1108-1135
Persistent link: https://www.econbiz.de/10007869214
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THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
Marsh, Patrick; Abadir, K.M.; Bunzel, H.; Vogelsang, T.J.; … - In: Econometric theory 23 (2007) 4, pp. 686-710
Persistent link: https://www.econbiz.de/10007732416
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Testing for Zero Autocorrelation in the Presence of Statistical Dependence
Lobato, I.N.; Nankervis, John C.; Savin, N.E. - In: Econometric theory 18 (2002) 3, pp. 730-743
Persistent link: https://www.econbiz.de/10006973967