Ratio tests under limiting normality
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Cites work
- t-Statistic Based Correlation and Heterogeneity Robust Inference
- A self-normalized approach to confidence interval construction in time series
- A theory of robust long-run variance estimation
- APPROXIMATION TO THE LIMITING DISTRIBUTION OF t- AND F-STATISTICS IN TESTING FOR SEASONAL UNIT ROOTS
- Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Asymptotics for linear processes
- Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
- Computing the distribution of quadratic forms in normal variables
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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- Invariance principles for recursive residuals
- Limiting power of unit-root tests in time-series regression
- Locally robust tests for serial correlation in least squares regression
- Nearly efficient likelihood ratio tests of the unit root hypothesis
- Nonparametric tests for unit roots and cointegration.
- Note on the inversion theorem
- On Consistent Estimates of the Spectrum of a Stationary Time Series
- On the convergence of sums of independent Banach space valued random variables
- On the Eigenvalues of a Class of Integral Equations Arising in Laser Theory
- Powerful unit root tests free of nuisance parameters
- Robust tests for spherical symmetry and their application to least squares regression
- Self-Normalization for Time Series: A Review of Recent Developments
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- Size and power of tests of stationarity in highly autocorrelated time series
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- Testing for unit roots in autoregressive-moving average models of unknown order
- Testing Models of Low-Frequency Variability
- Testing That a Dependent Process Is Uncorrelated
- 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?
- The Cusum Test with Ols Residuals
- THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES
- Time Series Regression with a Unit Root
- Towards a unified asymptotic theory for autoregression
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