Similar Search Results - EconBiz

Power functions and envelopes for unit root tests

Juhl, Ted; Xiao, Zhijie - In: Econometric theory 19 (2003) 2, pp. 240-253

Persistent link: https://www.econbiz.de/10001743400

Partially linear models with unit roots

Juhl, Ted; Xiao, Zhijie - 2002

Persistent link: https://www.econbiz.de/10001666256

Partially Linear Models with Unit Roots

Juhl, Ted; Xiao, Zhijie - 2003

This paper studies the asymptotic properties of a nonstationary partially linear regression model. In particular, we allow for covariates to enter the unit root (or near unit root) model in a nonparametric fashion, so that our model is an extension of the semiparametric model analyzed in...

Persistent link: https://www.econbiz.de/10014117065

A residual based test for the numm hypothesis of cointegration

Xiao, Zhijie - In: Economics letters 64 (1999) 2, pp. 133-141

Persistent link: https://www.econbiz.de/10001399210

Likelihood-based inference in trending time series with a root near unity

Xiao, Zhijie - In: Econometric theory 17 (2001) 6, pp. 1082-1112

Persistent link: https://www.econbiz.de/10001638376

Estimating average economic growth in time series data with persistency

Xiao, Zhijie - In: Journal of macroeconomics 26 (2004) 4, pp. 699-724

Persistent link: https://www.econbiz.de/10002469292

An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy

Xiao, Zhijie; Phillips, Peter C. B. - In: The econometrics journal 1 (1998) 2, pp. 27-43

Persistent link: https://www.econbiz.de/10001443696

A primer on unit root testing

Phillips, Peter C. B.; Xiao, Zhijie - In: Journal of economic surveys 12 (1998) 5, pp. 423-469

Persistent link: https://www.econbiz.de/10001400855

A primer on unit root testing

Phillips, Peter C. B.; Xiao, Zhijie - In: Practical issues in cointegration analysis, (pp. 7-53). 1999

Persistent link: https://www.econbiz.de/10001550918

Testing unit root based on partially adaptive estimation

Xiao, Zhijie (contributor); Lima, Luiz Renato (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002168382

A service of the