THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES (Q3632393): Difference between revisions

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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
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+DECIDING BETWEEN <i>I</i>(0) AND <i>I</i>(1) VIA  FLIL-BASED BOUNDS
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+Nonparametric tests for unit roots and cointegration.
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+Deciding between I(1) and I(0)
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+Normal rank
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+Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters
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+An Asymtotic Theory of Bayesian Inference for Time Series
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+New Tools for Understanding Spurious Regressions
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+A theory of robust long-run variance estimation
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+Size and power of tests of stationarity in highly autocorrelated time series
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Simple Robust Testing of Regression Hypotheses
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