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Bootstrapping autoregressive processes with possible unit roots
Inoue, Atsushi; Kilian, Lutz - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 377-391
Persistent link: https://www.econbiz.de/10001648114
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Residual-based block bootstrap for unit root testing
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 3, pp. 813-855
Persistent link: https://www.econbiz.de/10001769225
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Threshold autoregression with a unit root
Caner, Mehmet; Hansen, Bruce E. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 6, pp. 1555-1596
Persistent link: https://www.econbiz.de/10001624976
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Bootstrap unit root tests
Park, Joon Y. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 6, pp. 1845-1895
Persistent link: https://www.econbiz.de/10001841366
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One-dimensional inference in autoregressive models with potential presence of a unit root
Mikusheva, Anna - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 1, pp. 173-212
Persistent link: https://www.econbiz.de/10009507943
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Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 5, pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
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Trend-stationary GNP : evidence from a new exact pointwise most powerful invariant unit root test
Shively, Philip A. - In: Journal of applied econometrics 16 (2001) 4, pp. 537-551
Persistent link: https://www.econbiz.de/10001601913
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A re-examination of the stationarity of inflation
Cook, Steven - In: Journal of applied econometrics 24 (2009) 6, pp. 1047-1053
Persistent link: https://www.econbiz.de/10003886958
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - In: Journal of applied econometrics 29 (2014) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10010414227