Adaptive consistent unit-root tests based on autoregressive threshold model (Q290942): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2007.05.011
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+W1977434222
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+Q126261422
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+Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Threshold Cointegration
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+Threshold Autoregression with a Unit Root
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+Q4040465
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+Econometric specification of stochastic discount factor models
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+STOCHASTIC UNIT ROOT MODELS
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+Q4840212
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+Unit root tests in three‐regime SETAR models
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+Testing for a unit root in the nonlinear STAR framework
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Nonlinear Regressions with Integrated Time Series
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+An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models.
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+Asymptotic Statistics
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+Weak convergence and empirical processes. With applications to statistics
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@@ links / mardi / name / links / mardi / name @@
+Publication:290942