25 results
TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT
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- Journal:
- Econometric Theory / Volume 35 / Issue 6 / December 2019
- Published online by Cambridge University Press:
- 16 November 2018, pp. 1201-1233
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SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS
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- Journal:
- Econometric Theory / Volume 34 / Issue 2 / April 2018
- Published online by Cambridge University Press:
- 09 April 2017, pp. 447-476
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DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER
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- Journal:
- Econometric Theory / Volume 34 / Issue 2 / April 2018
- Published online by Cambridge University Press:
- 20 September 2016, pp. 349-382
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THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS
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- Econometric Theory / Volume 29 / Issue 6 / December 2013
- Published online by Cambridge University Press:
- 20 August 2013, pp. 1289-1313
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ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
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- Journal:
- Econometric Theory / Volume 29 / Issue 2 / April 2013
- Published online by Cambridge University Press:
- 06 July 2012, pp. 393-418
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ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS
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- Journal:
- Econometric Theory / Volume 28 / Issue 5 / October 2012
- Published online by Cambridge University Press:
- 27 April 2012, pp. 1121-1143
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BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY
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- Journal:
- Econometric Theory / Volume 28 / Issue 2 / April 2012
- Published online by Cambridge University Press:
- 13 September 2011, pp. 422-456
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SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION
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- Journal:
- Econometric Theory / Volume 27 / Issue 5 / October 2011
- Published online by Cambridge University Press:
- 25 March 2011, pp. 929-932
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TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
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- Journal:
- Econometric Theory / Volume 27 / Issue 5 / October 2011
- Published online by Cambridge University Press:
- 25 March 2011, pp. 957-991
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COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
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- Journal:
- Econometric Theory / Volume 26 / Issue 6 / December 2010
- Published online by Cambridge University Press:
- 22 March 2010, pp. 1719-1760
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SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION
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- Journal:
- Econometric Theory / Volume 25 / Issue 6 / December 2009
- Published online by Cambridge University Press:
- 01 December 2009, pp. 1451-1456
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TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND
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- Journal:
- Econometric Theory / Volume 25 / Issue 6 / December 2009
- Published online by Cambridge University Press:
- 01 December 2009, pp. 1545-1588
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HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT
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- Journal:
- Econometric Theory / Volume 25 / Issue 5 / October 2009
- Published online by Cambridge University Press:
- 01 October 2009, pp. 1228-1276
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SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
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- Econometric Theory / Volume 25 / Issue 4 / August 2009
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- 01 August 2009, pp. 995-1029
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ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION
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- Journal:
- Econometric Theory / Volume 25 / Issue 4 / August 2009
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- 01 August 2009, pp. 891-900
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REJOINDER
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- Journal:
- Econometric Theory / Volume 25 / Issue 3 / June 2009
- Published online by Cambridge University Press:
- 01 June 2009, pp. 658-667
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UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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- Journal:
- Econometric Theory / Volume 25 / Issue 3 / June 2009
- Published online by Cambridge University Press:
- 01 June 2009, pp. 587-636
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REGRESSION-BASED SEASONAL UNIT ROOT TESTS
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- Journal:
- Econometric Theory / Volume 25 / Issue 2 / April 2009
- Published online by Cambridge University Press:
- 01 April 2009, pp. 527-560
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Linear Combinations of Stationary Processes
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- Econometric Theory / Volume 12 / Issue 5 / December 1996
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- 11 February 2009, p. 869
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BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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- Journal:
- Econometric Theory / Volume 24 / Issue 1 / February 2008
- Published online by Cambridge University Press:
- 06 September 2007, pp. 43-71
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