Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (Q5080520): Difference between revisions

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+Testing for unit roots in time series models with non-stationary volatility
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+BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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+Bootstrap<i>M</i>Unit Root Tests
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+HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+Efficient Tests for an Autoregressive Unit Root
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+Q4884570
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+UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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+Tests for Unit Roots and the Initial Condition
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
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+Model selection under nonstationarity: Autoregressive models and stochastic linear regression models
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+Modified fast double sieve bootstraps for ADF tests
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+BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY
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+Order selection in nonstationary autoregressive models
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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