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Stationarity testing under nonlinear models. Some asymptotic results
16 references·0 citing·26 second hop
Stationarity testing under nonlinear models. Some asymptotic results (2010)Stationarity testing under nonlinear mode…A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Stationarity Test in the Pr…Prewhitening Bias in HAC Estimation* (2005)Prewhitening Bias in HAC Esti…Generalizations of the KPSS‐test for stationarity (2004)Generalizations of the KPSS‐t…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Unit roots and smooth transitions (1998)Unit roots and smooth transit…Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series (1997)Wald-Type Tests for Detecting…Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (1997)Testing the unit root with dr…Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …A Consistent Test for a Unit Root (1994)A Consistent Test for a Unit …Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…On Bayesian routes to unit roots (1991)On Bayesian routes to unit ro…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Trends and random walks in macroeconmic time series (1982)Trends and random walks in ma…Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times (1978)Properties of Sequences of Pa…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Book Review: Time Series Analysis: Forecasting and Control (1977)Nonparametric tests for unit roots and cointegration (2002)A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)Testing Linearity Against Smooth Transition Autoregressive Models (1988)SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Technical Change and the Aggregate Production Function (1957)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)ARCH modeling in finance (1992)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)The flexible Fourier form and Dickey–Fuller type unit root tests (2012)Residual-based tests for cointegration in models with regime shifts (1996)The Quarterly Journal of Economics (2024)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Oil price shocks and stock market activity (1999)
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References

  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,774 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,248 cited
  • 1982Trends and random walks in macroeconmic time series4,708 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks895 cited
  • 1998Unit roots and smooth transitions465 cited
  • 1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate340 cited
  • 1994A Consistent Test for a Unit Root303 cited
  • 2005Prewhitening Bias in HAC Estimation*257 cited
  • 2004Generalizations of the KPSS‐test for stationarity223 cited
  • 1997Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series215 cited
  • 1978

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Properties of Sequences of Partial Sums of Polynomial Regression Residuals with Applications to Tests for Change of Regression at Unknown Times
205 cited
  • 1991On Bayesian routes to unit roots169 cited
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