11 results
SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY
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- Journal:
- Econometric Theory / Volume 36 / Issue 1 / February 2020
- Published online by Cambridge University Press:
- 29 March 2019, pp. 122-169
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TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT
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- Journal:
- Econometric Theory / Volume 35 / Issue 6 / December 2019
- Published online by Cambridge University Press:
- 16 November 2018, pp. 1201-1233
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ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
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- Journal:
- Econometric Theory / Volume 29 / Issue 2 / April 2013
- Published online by Cambridge University Press:
- 06 July 2012, pp. 393-418
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TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
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- Journal:
- Econometric Theory / Volume 27 / Issue 5 / October 2011
- Published online by Cambridge University Press:
- 25 March 2011, pp. 957-991
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TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND
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- Journal:
- Econometric Theory / Volume 25 / Issue 6 / December 2009
- Published online by Cambridge University Press:
- 01 December 2009, pp. 1545-1588
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THE RESEARCH INTERESTS OF PAUL NEWBOLD
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- Journal:
- Econometric Theory / Volume 25 / Issue 6 / December 2009
- Published online by Cambridge University Press:
- 01 December 2009, pp. 1460-1465
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LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS
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- Journal:
- Econometric Theory / Volume 26 / Issue 1 / February 2010
- Published online by Cambridge University Press:
- 13 August 2009, pp. 311-324
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SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
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- Journal:
- Econometric Theory / Volume 25 / Issue 4 / August 2009
- Published online by Cambridge University Press:
- 01 August 2009, pp. 995-1029
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REJOINDER
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- Journal:
- Econometric Theory / Volume 25 / Issue 3 / June 2009
- Published online by Cambridge University Press:
- 01 June 2009, pp. 658-667
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UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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- Journal:
- Econometric Theory / Volume 25 / Issue 3 / June 2009
- Published online by Cambridge University Press:
- 01 June 2009, pp. 587-636
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BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS
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- Journal:
- Econometric Theory / Volume 16 / Issue 5 / October 2000
- Published online by Cambridge University Press:
- 05 October 2000, pp. 779-789
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