Bounds, Breaks and Unit Root Tests (Q2789387): Difference between revisions

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+W1895507119
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+Nonparametric tests for unit roots and cointegration.
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+Additive Outlier Detection Via Extreme-Value Theory
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+GLS-based unit root tests for bounded processes
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+LIMITED TIME SERIES WITH A UNIT ROOT
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+Testing for unit roots in bounded time series
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+Testing for a unit root in variables with a double change in the mean
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+Robust methods for detecting multiple level breaks in autocorrelated time series
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+Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
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+Automatic Lag Selection in Covariance Matrix Estimation
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
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+Testing for a unit root in time series regression
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+Estimating the number of change-points via Schwarz' criterion
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+Publication:2789387