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Econometric Theory
Volumn 24, Issue 5, 2008, Pages 1443-1455
Notes and problems a general bound for the limiting distribution of Breitung's statistic
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EID: 49549125463     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466608080675     Document Type: Article
Times cited : (2)
References (10)
  • 2
    • 0242374881 scopus 로고    scopus 로고
    • Nonparametric tests for unit roots and cointegration
    • Breitung, J. (2002) Nonparametric tests for unit roots and cointegration. Journal of Econometrics 108, 343-363.
    • (2002) Journal of Econometrics , vol.108 , pp. 343-363
    • Breitung, J.1
  • 3
    • 0003499337 scopus 로고
    • Functions of One Complex Variable I
    • 2nd ed, Springer-Verlag
    • Conway, J.B. (1978) Functions of One Complex Variable I, 2nd ed., Graduate Texts in Mathematics. Springer-Verlag.
    • (1978) Graduate Texts in Mathematics
    • Conway, J.B.1
  • 4
    • 49549120510 scopus 로고    scopus 로고
    • When is a time series I(0)?
    • N. Shephard & J. Castle eds, Oxford University Press. Forthcoming
    • Davidson, J. (2008) When is a time series I(0)? In N. Shephard & J. Castle (eds.), The Methodology and Practice of Econometrics, Oxford University Press. Forthcoming.
    • (2008) The Methodology and Practice of Econometrics
    • Davidson, J.1
  • 5
    • 85036258669 scopus 로고
    • Distribution of the estimates for autoregressive time series with a unit root
    • Dickey, D.A. & W.A. Fuller (1979) Distribution of the estimates for autoregressive time series with a unit root. Journal of the American Statistical Association 74, 427-431.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 6
    • 0012223897 scopus 로고    scopus 로고
    • Rescaled variance and related tests for long memory in volatility and levels
    • Giraitis, L., P. Kokoszka, R. Leipus, & G. Teyssière (2003) Rescaled variance and related tests for long memory in volatility and levels. Journal of Econometrics 112, 265-294.
    • (2003) Journal of Econometrics , vol.112 , pp. 265-294
    • Giraitis, L.1    Kokoszka, P.2    Leipus, R.3    Teyssière, G.4
  • 7
    • 34247480179 scopus 로고
    • Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
    • Kwiatkowski, D., P.C.B. Phillips, P. Schmidt, & Y. Shin (1992) Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? Journal of Econometrics 54, 159-178.
    • (1992) Journal of Econometrics , vol.54 , pp. 159-178
    • Kwiatkowski, D.1    Phillips, P.C.B.2    Schmidt, P.3    Shin, Y.4

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.