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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric theory 25 (2009) 6, pp. 1682-1715
Persistent link: https://www.econbiz.de/10003904436
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Specification testing in nonlinear time series with long-range dependence
Gao, Jiti; Wang, Qiying; Yin, Jiying - In: Econometric theory 27 (2011) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10009310805
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Consistent and conservative model selection with the adaptive lasso in stationary and nonstationary autoregressions
Kock, Anders Bredahl - In: Econometric theory 32 (2016) 1, pp. 243-259
Persistent link: https://www.econbiz.de/10011578467
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Unit root seasonal autoregressive models with a polynomial trend of higher degree
Nabeya, Seiji - In: Econometric theory 17 (2001) 2, pp. 357-385
Persistent link: https://www.econbiz.de/10001568401
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Multivariate time series with various hidden unit roots, Part 1, Integral operator algebra and representation theory
Grégoir, Stéphane - In: Econometric theory 15 (1999) 4, pp. 435-468
Persistent link: https://www.econbiz.de/10001492142
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Multivariate time series with various hidden unit roots, Part 2, Estimation and testing
Grégoir, Stéphane - In: Econometric theory 15 (1999) 4, pp. 469-518
Persistent link: https://www.econbiz.de/10001492189
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Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 18 (2002) 2, pp. 313-348
Persistent link: https://www.econbiz.de/10001661298
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AR(1) models, unit roots, and adjusted profile likelihood
Pere, Pekka - In: Econometric theory 19 (2003) 6, pp. 885-922
Persistent link: https://www.econbiz.de/10001818870
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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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Likelihood-based inference in trending time series with a root near unity
Xiao, Zhijie - In: Econometric theory 17 (2001) 6, pp. 1082-1112
Persistent link: https://www.econbiz.de/10001638376