Unit root tests and dramatic shifts with infinite variance processes (Q3184468): Difference between revisions

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+https://doi.org/10.1080/02664760802554321
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+W2090706890
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
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+Testing stationarity and trend stationarity against the unit root hypothesis
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+Nonparametric tests for unit roots and cointegration.
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+Tests for cointegration with infinite variance errors
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+Testing stationarity under a permanent variance shift
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+Rescaled variance and related tests for long memory in volatility and levels
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+What is an oil shock?
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+Q5624460
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+Unit root tests with a break in innovation variance.
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+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?
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Cointegrated processes with infinite variance innovations
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+Time Series Regression with a Unit Root
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+Point processes, regular variation and weak convergence
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+Variance ratio tests of the seasonal unit root hypothesis
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+SPURIOUS REGRESSION BETWEEN <i>I</i>(1) PROCESSES WITH  INFINITE VARIANCE ERRORS
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