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Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 177 (2013) 2, pp. 265-284
Persistent link: https://www.econbiz.de/10010255186
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Adjusted estimates and Wald statistics for the AR (1) model with constant
Pere, Pekka - In: Journal of econometrics 98 (2000) 2, pp. 335-363
Persistent link: https://www.econbiz.de/10001497792
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Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
Shin, Dong-wan; So, Beong Soo - In: Journal of econometrics 99 (2000) 1, pp. 107-137
Persistent link: https://www.econbiz.de/10001504432
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I(0) In, integration and cointegration out : time series properties of endogenous growth models
Lau, Sau-Him Paul - In: Journal of econometrics 93 (1999) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001406635
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On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.; Zinde-Walsh, Victoria - In: Journal of econometrics 93 (1999) 1, pp. 25-47
Persistent link: https://www.econbiz.de/10001406636
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Unit root tests in the presence of uncertainty about the non-stochastic trend
Ayat, K. Leila; Burridge, Peter - In: Journal of econometrics 95 (2000) 1, pp. 71-96
Persistent link: https://www.econbiz.de/10001432518
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Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary; Dijk, Herman K. van - In: Journal of econometrics 97 (2000) 2, pp. 261-291
Persistent link: https://www.econbiz.de/10001496590
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Inference for unit roots in dynamic panels where the time dimension is fixed
Harris, Richard D. F.; Tzavalis, Elias - In: Journal of econometrics 91 (1999) 2, pp. 201-226
Persistent link: https://www.econbiz.de/10001382078
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Distribution theory for unit root tests with conditional heteroskedasticity
Seo, Byeongseon - In: Journal of econometrics 91 (1999) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10001382163
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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