A nonparametric unit root test under nonstationary volatility (Q1668133): Difference between revisions

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+Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
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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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+Inference on the long-memory properties of time series with non-stationary volatility
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+Weak convergence of multivariate fractional processes
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC
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+Towards a unified asymptotic theory for autoregression
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+Testing for a unit root in time series regression
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+The Fractional Unit Root Distribution
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+Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence
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