Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303): Difference between revisions

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-.1007/s10182-006-0244-y
@@ Property / DOI: 10.1007/s10182-006-0244-y / rank @@
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+ESTAR
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+An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Q3753259
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+Q4214054
@@ Property / cites work: Q4214054 / rank @@
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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@@ Property / cites work @@
+Testing for a unit root in the nonlinear STAR framework
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@@ Property / cites work @@
+Testing linearity against smooth transition autoregressive models
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@@ Property / cites work @@
+A maximal inequality and dependent strong laws
@@ Property / cites work: A maximal inequality and dependent strong laws / rank @@
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@@ Property / cites work @@
+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
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+Testing for unit roots in autoregressive-moving average models of unknown order
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@@ Property / cites work @@
+Real exchange rate behavior in the Middle East: A re-examination
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@@ Property / cites work @@
+SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
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+.1007/S10182-006-0244-Y
@@ Property / DOI: 10.1007/S10182-006-0244-Y / rank @@
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+Publication:878303