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Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
Bierens, Herman J. - In: Journal of econometrics 81 (1997) 1, pp. 29-64
Persistent link: https://www.econbiz.de/10001336802
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J. - In: Journal of econometrics 85 (1998) 2, pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
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A consistent nonparametric test for serial independence
Pinkse, Joris - In: Journal of econometrics 84 (1998) 2, pp. 205-231
Persistent link: https://www.econbiz.de/10001241549
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Testing the null of stationarity for multiple time series
Choi, In - In: Journal of econometrics 88 (1999) 1, pp. 41-77
Persistent link: https://www.econbiz.de/10001250280
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A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
Ahn, Seung Chan - In: Journal of econometrics 71 (1996) 1, pp. 309-319
Persistent link: https://www.econbiz.de/10001194730
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The Bierens test under data dependence
Jong, Robert M. de - In: Journal of econometrics 72 (1996) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001198034
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Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J. - In: Journal of econometrics 88 (1999) 2, pp. 283-299
Persistent link: https://www.econbiz.de/10001252783
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The Bierens test for certain nonstationary models
Kasparis, Ioannis - In: Journal of econometrics 158 (2010) 2, pp. 221-230
Persistent link: https://www.econbiz.de/10008839970
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Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu; Zhang, Zhengjun - In: Journal of econometrics 205 (2018) 2, pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
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Nonparametric tests for conditional symmetry
Delgado, Miguel A.; Song, Xiaojun - In: Journal of econometrics 206 (2018) 2, pp. 447-471
Persistent link: https://www.econbiz.de/10012110404