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DECIDING BETWEEN I(0) AND I(1) VIA FLIL-BASED BOUNDS

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2003Strong rules for detecting the number of breaks in a time series117 cited
1994Deciding between I(1) and I(0)40 cited

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2005Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes37 cited
2004Predictive density accuracy tests32 cited
2017Testing for instability in covariance structures25 cited
2009Deciding between GARCH and stochastic volatility via strong decision rules24 cited
2009When is a Time‐Series I(0)?*22 cited
2020Testing for strict stationarity in a random coefficient autoregressive model17 cited
2018Testing for common breaks in a multiple equations system

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12 cited