Expectations hypotheses tests at Long Horizons (Q5433623): Difference between revisions

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+Efficient Tests for an Autoregressive Unit Root
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+On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
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+Structural changes in the cointegrated vector autoregressive model
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+Bootstrapping Autoregressive Processes with Possible Unit Roots
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+Optimal Inference in Regression Models with Nearly Integrated Regressors
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Towards a unified asymptotic theory for autoregression
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