Recursive mean adjustment and tests for nonstationarities

Economics Letters

Volumn 75, Issue 2, 2002, Pages 203-208

  Shin, Dong Wan ^a   So, Beong Soo ^a  

^a Ewha Womans University   (South Korea)

Author keywords

Asymmetry; Cointegration; Double unit roots; Unit root

Indexed keywords

EID: 0036019644     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00598-5     Document Type: Article

References (15)

1. Threshold autoregression with a near unit root
2. Efficient tests for an autoregressive unit root
3. Unit root tests and asymmetric adjustment with an example using the term structure of interest rates
4. Semiparametric tests for double unit roots
5. Estimation for autoregressive processes with unit roots
6. Alternative methods of detrending and power of unit root tests
7. A comparison of unit root test criteria
8. Symmetric test for second differencing in univariate time series
9. Semiparametric test for double unit roots based on symmetric estimators
10. Tests for asymmetry in possibly nonstationary time series data
11. Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
12. Recursive mean adjustment and tests for unit roots
13. Recursive mean adjustment in time series inferences
14. Vector autoregressions and cointegration