Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.2007.00557.x
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+W2055337627
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+Consistent autoregressive spectral estimates
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+Q5560061
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+Unit Root Tests under Time-Varying Variances
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+Testing for unit roots in time series models with non-stationary volatility
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+Efficient Tests for an Autoregressive Unit Root
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+Testing for a unit root in the presence of a variance shift
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+Unit root tests with a break in innovation variance.
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+Tests for Unit Roots and the Initial Condition
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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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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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+Time Series Regression with a Unit Root
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+Asymptotics for linear processes
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+Publication:3608199