-
1
-
-
84972218578
-
'An LM test for a unit root in the presence of a structural change'
-
Amsler, C. and Lee, J. (1995). 'An LM test for a unit root in the presence of a structural change', Econometric Theory, Vol. 11, pp. 359-368.
-
(1995)
Econometric Theory
, vol.11
, pp. 359-368
-
-
Amsler, C.1
Lee, J.2
-
2
-
-
0346906789
-
'Estimating and testing linear models with multiple structural changes'
-
Bai, J. and Perron, P. (1998). 'Estimating and testing linear models with multiple structural changes', Econometrica, Vol. 66, pp. 47-78.
-
(1998)
Econometrica
, vol.66
, pp. 47-78
-
-
Bai, J.1
Perron, P.2
-
3
-
-
10244232950
-
'A general test for time dependence in parameters'
-
Becker, R., Enders, W. and Hurn, S. (2004). 'A general test for time dependence in parameters', Journal of Applied Econometrics, Vol. 19, pp. 899-906.
-
(2004)
Journal of Applied Econometrics
, vol.19
, pp. 899-906
-
-
Becker, R.1
Enders, W.2
Hurn, S.3
-
4
-
-
33645693540
-
'A stationary test with an unknown number of smooth breaks'
-
Becker, R., Enders, W. and Lee, J. (2006). 'A stationary test with an unknown number of smooth breaks', Journal of Time Series Analysis, Vol. 27, pp. 381-409.
-
(2006)
Journal of Time Series Analysis
, vol.27
, pp. 381-409
-
-
Becker, R.1
Enders, W.2
Lee, J.3
-
5
-
-
0002628833
-
'Testing for a unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate'
-
Bierens, H. (1997). 'Testing for a unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate', Journal of Econometrics, Vol. 81, pp. 29-64.
-
(1997)
Journal of Econometrics
, vol.81
, pp. 29-64
-
-
Bierens, H.1
-
6
-
-
24944532669
-
'Hypothesis testing when a nuisance parameter is only identified under the Alternative'
-
Davies, R. B. (1987). 'Hypothesis testing when a nuisance parameter is only identified under the Alternative', Biometrika, Vol. 47, pp. 33-43.
-
(1987)
Biometrika
, vol.47
, pp. 33-43
-
-
Davies, R.B.1
-
7
-
-
0032345729
-
'Unit-toot tests and asymmetric adjustment with an example using the term structure of interest rates'
-
Enders, W. and Granger, C. (1998). 'Unit-toot tests and asymmetric adjustment with an example using the term structure of interest rates', Journal of Business and Economic Statistics, Vol. 16, pp. 304-311.
-
(1998)
Journal of Business and Economic Statistics
, vol.16
, pp. 304-311
-
-
Enders, W.1
Granger, C.2
-
8
-
-
0001968889
-
'On the bias in flexible functional forms and an essentially unbiased form: the flexible Fourier form'
-
Gallant, A. R. (1981). 'On the bias in flexible functional forms and an essentially unbiased form: the flexible Fourier form', Journal of Econometrics, Vol. 15, pp. 211-245.
-
(1981)
Journal of Econometrics
, vol.15
, pp. 211-245
-
-
Gallant, A.R.1
-
9
-
-
0000021006
-
'On the asymptotic normality of Fourier flexible form estimates'
-
Gallant, R. and Souza, G. (1991). 'On the asymptotic normality of Fourier flexible form estimates', Journal of Econometrics, Vol. 50, pp. 329-353.
-
(1991)
Journal of Econometrics
, vol.50
, pp. 329-353
-
-
Gallant, R.1
Souza, G.2
-
11
-
-
77955742349
-
'Testing for nonlinear deterministic components when the order of integration is unknown'
-
Harvey, D., Leybourne, S. and Xiao, L. (2010). 'Testing for nonlinear deterministic components when the order of integration is unknown', Journal of Time Series Analysis, Vol. 31, pp. 379-391.
-
(2010)
Journal of Time Series Analysis
, vol.31
, pp. 379-391
-
-
Harvey, D.1
Leybourne, S.2
Xiao, L.3
-
12
-
-
0346724400
-
'Testing for a unit root in the nonlinear STAR framework'
-
Kapetanios, G., Shin, Y. and Snell, A. (2003). 'Testing for a unit root in the nonlinear STAR framework', Journal of Econometrics, Vol. 112, pp. 359-379.
-
(2003)
Journal of Econometrics
, vol.112
, pp. 359-379
-
-
Kapetanios, G.1
Shin, Y.2
Snell, A.3
-
13
-
-
0002658244
-
'Unit roots and smooth transitions'
-
Leybourne, S., Newbold, P. and Vougas, D. (1998). 'Unit roots and smooth transitions', Journal of Time Series Analysis, Vol. 19, pp. 83-97.
-
(1998)
Journal of Time Series Analysis
, vol.19
, pp. 83-97
-
-
Leybourne, S.1
Newbold, P.2
Vougas, D.3
-
14
-
-
21844518679
-
'Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag'
-
Ng, S. and Perron, P. (1995). 'Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag', Journal of the American Statistical Association, Vol. 90, pp. 268-281.
-
(1995)
Journal of the American Statistical Association
, vol.90
, pp. 268-281
-
-
Ng, S.1
Perron, P.2
-
15
-
-
0000899296
-
'The great crash, the oil price shock, and the unit root hypothesis'
-
Perron, P. (1989). 'The great crash, the oil price shock, and the unit root hypothesis', Econometrica, Vol. 57, pp. 1361-1401.
-
(1989)
Econometrica
, vol.57
, pp. 1361-1401
-
-
Perron, P.1
-
16
-
-
0001561726
-
'Further evidence on breaking trend functions in macroeconomic variables'
-
Perron, P. (1997). 'Further evidence on breaking trend functions in macroeconomic variables', Journal of Econometrics, Vol. 80, pp. 355-385.
-
(1997)
Journal of Econometrics
, vol.80
, pp. 355-385
-
-
Perron, P.1
-
17
-
-
77956888124
-
'Testing for a unit root in time series regression'
-
Phillips, P. C. B. and Perron, P. (1988). 'Testing for a unit root in time series regression', Biometrika, Vol. 75, pp. 335-346.
-
(1988)
Biometrika
, vol.75
, pp. 335-346
-
-
Phillips, P.C.B.1
Perron, P.2
-
18
-
-
38349059717
-
'Potential pitfalls in determining multiple structural changes with an application to purchasing power parity'
-
Prodan, R. (2008). 'Potential pitfalls in determining multiple structural changes with an application to purchasing power parity', Journal of Business and Economics Statistics, Vol. 26, pp. 50-65.
-
(2008)
Journal of Business and Economics Statistics
, vol.26
, pp. 50-65
-
-
Prodan, R.1
-
19
-
-
84981594177
-
'LM tests for a unit root in the presence of deterministic trends'
-
Schmidt, P. and Phillips, P. (1992). 'LM tests for a unit root in the presence of deterministic trends', Oxford Bulletin of Economics and Statistics, Vol. 54, pp. 257-287.
-
(1992)
Oxford Bulletin of Economics and Statistics
, vol.54
, pp. 257-287
-
-
Schmidt, P.1
Phillips, P.2
-
20
-
-
0035584016
-
'Tests for asymmetry in possibly nonstationary time series data'
-
Shin, D. and Lee, O. (2001). 'Tests for asymmetry in possibly nonstationary time series data', Journal of Business and Economic Statistics, Vol. 19, pp. 233-244.
-
(2001)
Journal of Business and Economic Statistics
, vol.19
, pp. 233-244
-
-
Shin, D.1
Lee, O.2
|