Testing the Null of Co-integration in the Presence of Variance Breaks (Q3440752): Difference between revisions

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+An optimal test against a random walk component in a non‐orthogonal unobserved components model
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+Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
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+Q5560061
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+Testing stationarity under a permanent variance shift
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+Unit Root Tests under Time-Varying Variances
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+STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS
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+Stochastic Limit Theory
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+Testing for a unit root in the presence of a variance shift
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+Heteroskedastic cointegration
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+Testing for structural change in conditional models
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+Unit root tests with a break in innovation variance.
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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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+A Parametric approach to testing the null of cointegration
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+HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY
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