Discover open access scientific publications

Search, annotate, share and cite publications

Publications by JIN Hao.

Unit Root Tests for Heavy Tailed Observations With a Change Point in Scale Volatility.

International Journal of Advanced Research

English

Related publications

Unit Root Tests and Heavy-Tailed Innovations

Journal of Time Series Analysis

Applied Mathematics

English

Seasonal Unit Root Tests With Seasonal Mean Shifts

Economics Letters

English

Truncated Product Methods for Panel Unit Root Tests*

Oxford Bulletin of Economics and Statistics

Social Sciences

English

Semi-Parametric Seasonal Unit Root Tests

Econometric Theory

Social Sciences

English

Bootstrap Unit Root Tests in Panels With Cross-Sectional Dependency

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Regression-Based Seasonal Unit Root Tests

Econometric Theory

Social Sciences

English

Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility

Econometric Theory

Social Sciences

English

Bayesian Estimation of the Threshold of a Generalised Pareto Distribution for Heavy-Tailed Observations

English

Unit Root Tests for Time Series With Level Shifts: A Comparison of Different Proposals

Economics Letters

English