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Testing and estimation of models with stochastic trends
Busetti, Fabio - 2001
Persistent link: https://www.econbiz.de/10001752869
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Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio - In: Journal of forecasting 21 (2002) 2, pp. 81-105
Persistent link: https://www.econbiz.de/10001653522
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Initial conditions and stationarity tests
Busetti, Fabio - In: Economics letters 105 (2009) 3, pp. 296-299
Persistent link: https://www.econbiz.de/10003931092
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Testing for stochastic trends in series with structural breaks
Busetti, Fabio - 2000
Persistent link: https://www.econbiz.de/10013439233
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Testing for the presence of a random walk in series with structural breaks
Busetti, Fabio; Harvey, Andrew C. - 1998
Persistent link: https://www.econbiz.de/10000997040
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Seasonality tests
Busetti, Fabio; Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 420-436
Persistent link: https://www.econbiz.de/10001785809
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Tests of stationarity against a change in persistence
Busetti, Fabio; Taylor, Robert - 2001
Persistent link: https://www.econbiz.de/10001687562
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Testing for drift in a time series
Busetti, Fabio (contributor); Harvey, Andrew C. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001715100
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Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Taylor, Robert; Busetti, Fabio - 2002
Persistent link: https://www.econbiz.de/10001663131
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Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio; Taylor, Robert - In: Journal of econometrics 117 (2003) 1, pp. 21-53
Persistent link: https://www.econbiz.de/10001787600