A. Aznar

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Person:1929097

Available identifiers

zbMath Open aznar.antonioMaRDI QIDQ1929097

List of research outcomes





PublicationDate of PublicationType
The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study2022-06-21Paper
A comparison of two modified stationarity tests. A Monte Carlo study2021-02-19Paper
Determining long-run neutrality in a partially nonstationary model2013-01-07Paper
Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions2006-05-24Paper
SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM OF THE INTERCEPT USING AN INFORMATION CRITERION2003-05-18Paper

Research outcomes over time

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