Unit root

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:07:03
22An extension of the square root law of TCP Krishanu Maulik∗ and Bert Zwart† ∗ Stat-Math Unit Indian Statistical Institute

An extension of the square root law of TCP Krishanu Maulik∗ and Bert Zwart† ∗ Stat-Math Unit Indian Statistical Institute

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Source URL: www.isical.ac.in

Language: English - Date: 2007-09-05 04:40:25
23esting unit root in Smooth Transition Autoregressive (STAR) models

esting unit root in Smooth Transition Autoregressive (STAR) models

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Source URL: www.statistics.du.se

Language: English - Date: 2009-11-24 08:00:12
24Econometrica, Vol. 80, No. 5 (September, 2012), 2321–2332 NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF THE UNIT ROOT HYPOTHESIS BY MICHAEL JANSSON AND MORTEN ØRREGAARD NIELSEN1 Seemingly absent from the arsenal of curr

Econometrica, Vol. 80, No. 5 (September, 2012), 2321–2332 NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF THE UNIT ROOT HYPOTHESIS BY MICHAEL JANSSON AND MORTEN ØRREGAARD NIELSEN1 Seemingly absent from the arsenal of curr

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Source URL: eml.berkeley.edu

- Date: 2012-09-20 14:38:29
    25Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis

    Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis

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    Source URL: eml.berkeley.edu

    - Date: 2012-09-20 14:38:27
      26PANEL UNIT ROOT TESTS BASED ON SAMPLE VARIANCE XIJIA LIU† Abstract. In this paper, we propose a novel way to test for unit root in a panel setting. The new tests are based on the observation that the trajectory of the

      PANEL UNIT ROOT TESTS BASED ON SAMPLE VARIANCE XIJIA LIU† Abstract. In this paper, we propose a novel way to test for unit root in a panel setting. The new tests are based on the observation that the trajectory of the

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      Source URL: creates.au.dk

      Language: English - Date: 2012-10-04 07:08:03
        27Outlier Robust Unit Root Tests in Nonlinear Dynamic Models Rickard Sandberg Department of Economics Statistics and Department of Economics Stockholm School of Economics SEStockholm, Sweden May 17, 2011

        Outlier Robust Unit Root Tests in Nonlinear Dynamic Models Rickard Sandberg Department of Economics Statistics and Department of Economics Stockholm School of Economics SEStockholm, Sweden May 17, 2011

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        Source URL: creates.au.dk

        Language: English - Date: 2011-09-21 09:16:16
          28Journal of Financial Econometrics Advance Access published August 22, 2007 Journal of Financial Econometrics, 2007, 1–35 Evidence on Simulation Inference for Near Unit-Root Processes with Implications for Term Structur

          Journal of Financial Econometrics Advance Access published August 22, 2007 Journal of Financial Econometrics, 2007, 1–35 Evidence on Simulation Inference for Near Unit-Root Processes with Implications for Term Structur

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          Source URL: www.econ2.jhu.edu

          Language: English - Date: 2008-07-22 14:13:31
            29The Power of Unit Root Tests Against Nonlinear Local Alternatives Matei Demetrescu and Robinson Kruse CREATES Research PaperDepartment of Economics and Business

            The Power of Unit Root Tests Against Nonlinear Local Alternatives Matei Demetrescu and Robinson Kruse CREATES Research PaperDepartment of Economics and Business

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            Source URL: econ.au.dk

            Language: English - Date: 2012-01-24 06:42:30
              30Size Distortion of Bootstrap Tests Application to a Unit Root Test by Russell Davidson Department of Economics and CIREQ

              Size Distortion of Bootstrap Tests Application to a Unit Root Test by Russell Davidson Department of Economics and CIREQ

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              Source URL: creates.au.dk

              Language: English - Date: 2011-09-21 09:16:16