ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS (Q3632392): Difference between revisions

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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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+BEHAVIOR OF DICKEY–FULLER <i>t</i>-TESTS WHEN THERE  IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+Long memory and regime switching
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+Normal rank
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+An introduction to the theory of point processes
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+Normal rank
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+Asymptotics for linear processes
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+Normal rank
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+Cointegration analysis in the presence of structural breaks in the deterministic trend
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Tests of cointegrating rank with trend-break
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+Normal rank
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+Measurement errors and outliers in seasonal unit root testing
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+Residual-based tests for cointegration in models with regime shifts
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
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+Long memory and stochastic trend.
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