Adaptive Consistent Unit-Root Tests Based on Autoregressive Threshold Model

Journal of Econometrics - Netherlands
doi 10.1016/j.jeconom.2007.05.011
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Regression-Based Seasonal Unit Root Tests

Econometric Theory
EconomicsEconometricsSocial Sciences
2009English

Estimation for the Autoregressive Moving Average Model With a Unit Root

English

Semi-Parametric Seasonal Unit Root Tests

Econometric Theory
EconomicsEconometricsSocial Sciences
2017English

Capital Adjustment and Limit Cycles: An Empirical Analysis Based on the Threshold Autoregressive Model

International Journal of Economic Behavior and Organization
2015English

A Threshold Autoregressive Model for Wholesale Electricity Prices

Journal of the Royal Statistical Society. Series C: Applied Statistics
UncertaintyStatisticsProbability
2005English

Unit Root Tests and Heavy-Tailed Innovations

Journal of Time Series Analysis
UncertaintyApplied MathematicsStatisticsProbability
2017English

Panel Unit Root Tests and Spatial Dependence

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2007English

Truncated Product Methods for Panel Unit Root Tests*

Oxford Bulletin of Economics and Statistics
EconomicsProbabilityUncertaintyEconometricsStatisticsSocial Sciences
2012English

Seasonal Unit Root Tests With Seasonal Mean Shifts

Economics Letters
EconomicsFinanceEconometrics
2002English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy