A. Aznar

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study
Communications in Statistics. Simulation and Computation
2022-06-21Paper
A comparison of two modified stationarity tests. A Monte Carlo study
Mathematics and Computers in Simulation
2021-02-19Paper
Determining long-run neutrality in a partially nonstationary model
Economics Letters
2013-01-07Paper
Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions
Computational Statistics
2006-05-24Paper
SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM OF THE INTERCEPT USING AN INFORMATION CRITERION
Econometric Theory
2003-05-18Paper


Research outcomes over time


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