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Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 172 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
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GLS detrending, efficient unit root tests and structural change
Perron, Pierre; Rodriguez, Gabriel - In: Journal of econometrics 115 (2003) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001758132
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Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, Paulo M. M.; Taylor, Robert - In: Journal of econometrics 120 (2004) 1, pp. 35-73
Persistent link: https://www.econbiz.de/10001998863
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Nonlinear estimation using estimated cointegrated relations
Jong, Robert M. de - In: Journal of econometrics 101 (2001) 1, pp. 109-122
Persistent link: https://www.econbiz.de/10001545122
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Nonlinear minimization estimators in the presence of cointegrating relations
Jong, Robert M. de - In: Journal of econometrics 110 (2002) 2, pp. 241-259
Persistent link: https://www.econbiz.de/10001703512
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Nonlinear IV unit root tests in panels with cross-sectional dependency
Chang, Yoosoon - In: Journal of econometrics 110 (2002) 2, pp. 261-292
Persistent link: https://www.econbiz.de/10001703514
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Nonparametric tests for unit roots and cointegration
Breitung, Jörg - In: Journal of econometrics 108 (2002) 2, pp. 343-363
Persistent link: https://www.econbiz.de/10001657612
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Testing for a unit root in the nonlinear STAR framework
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Journal of econometrics 112 (2003) 2, pp. 359-379
Persistent link: https://www.econbiz.de/10001731323
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A generalized nonlinear IV unit root test for panel data with cross-sectional dependence
Wang, Shaoping; Wang, Peng; Yang, Jisheng; Li, Zinai - In: Journal of econometrics 157 (2010) 1, pp. 101-109
Persistent link: https://www.econbiz.de/10008661829
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Threshold models in time series analysis : some reflections
Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491
Persistent link: https://www.econbiz.de/10011504634