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Spurious regressions between stationary generalized long memory processes
Sun, Yixiao - In: Economics letters 90 (2006) 3, pp. 446-454
Persistent link: https://www.econbiz.de/10003295343
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A new approach to robust inference in cointegration
Jin, Sainan; Phillips, Peter C. B.; Sun, Yixiao - In: Economics letters 91 (2006) 2, pp. 300-306
Persistent link: https://www.econbiz.de/10003327908
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Factor-augmented regression models with structural change
Wang, Shaoping; Cui, Guowei; Li, Kunpeng - In: Economics letters 130 (2015), pp. 124-127
Persistent link: https://www.econbiz.de/10011422470
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Two simple tests of the trend hypothesis under time-varying variance
Yang, Yang; Wang, Shaoping - In: Economics letters 156 (2017), pp. 123-128
Persistent link: https://www.econbiz.de/10011822386
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Testing for no-cointegration under time-varying variance
Wang, Shaoping; Zhao, Qing; Li, Yanglin - In: Economics letters 182 (2019), pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
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Robust Kernels for Kernel density estimation
Wang, Shaoping; Li, Ang; Wen, Kuangyu; Wu, Ximing - In: Economics letters 191 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012508547
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Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping; Li, Yanglin; Wen, Kuangyu - In: Economics letters 205 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
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Spurious regressions between stationary generalized long memory processes
Sun, Yixiao - In: Economics letters 90 (2006) 3, pp. 446-454
Persistent link: https://www.econbiz.de/10006747805