| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on Testing Covariance Stationarity |
0 |
3 |
8 |
8 |
0 |
5 |
22 |
22 |
| A simple, robust and powerful test of the trend hypothesis |
0 |
0 |
6 |
21 |
1 |
3 |
12 |
35 |
| ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL |
0 |
1 |
9 |
10 |
0 |
1 |
16 |
18 |
| Additional critical values and asymptotic representations for seasonal unit root tests |
0 |
1 |
5 |
48 |
0 |
2 |
13 |
88 |
| Additive Outlier Detection Via Extreme-Value Theory |
2 |
4 |
16 |
55 |
5 |
19 |
114 |
284 |
| Alternative estimators and unit root tests for seasonal autoregressive processes |
0 |
3 |
7 |
30 |
0 |
5 |
12 |
93 |
| An optimal test against a random walk component in a non-orthogonal unobserved components model |
0 |
0 |
0 |
54 |
1 |
3 |
18 |
412 |
| BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY |
1 |
6 |
22 |
22 |
3 |
11 |
44 |
44 |
| Bootstrap M Unit Root Tests |
1 |
4 |
23 |
23 |
2 |
10 |
39 |
39 |
| Bootstrapping the HEGY seasonal unit root tests |
0 |
0 |
4 |
39 |
1 |
1 |
16 |
112 |
| CUSUM of Squares-Based Tests for a Change in Persistence |
0 |
3 |
8 |
35 |
0 |
4 |
13 |
56 |
| Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? |
0 |
0 |
3 |
33 |
0 |
4 |
9 |
134 |
| Controversy: On Modelling the Long Run in Applied Economics |
1 |
1 |
1 |
22 |
2 |
3 |
5 |
125 |
| Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] |
0 |
0 |
1 |
22 |
2 |
3 |
4 |
72 |
| Detecting Multiple Changes in Persistence |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Detecting Multiple Changes in Persistence |
1 |
7 |
32 |
58 |
2 |
13 |
51 |
106 |
| Detecting Seasonal Unit Roots: An Approach Based on the Sample Autocorrelation Function |
0 |
1 |
2 |
27 |
0 |
1 |
6 |
96 |
| Determining the order of differencing in seasonal time series processes |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
382 |
| ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM?INTRODUCTION |
2 |
4 |
12 |
12 |
5 |
12 |
25 |
25 |
| Efficient tests of the seasonal unit root hypothesis |
0 |
4 |
18 |
33 |
0 |
8 |
36 |
69 |
| Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] |
0 |
1 |
2 |
3 |
0 |
1 |
9 |
16 |
| Fluctuation Tests for a Change in Persistence |
0 |
1 |
4 |
17 |
0 |
1 |
13 |
79 |
| HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT |
2 |
8 |
8 |
8 |
5 |
16 |
16 |
16 |
| Linear Combinations of Stationary Processes |
0 |
3 |
3 |
3 |
0 |
4 |
6 |
6 |
| Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes |
0 |
0 |
1 |
32 |
0 |
2 |
3 |
104 |
| Modified tests for a change in persistence |
0 |
0 |
2 |
26 |
0 |
0 |
7 |
70 |
| New Introduction to Multiple Time Series Analysis, Helmut Lutkepohl. Springer-Verlag (2005), ISBN 3-540-40172-5 (hardcover), 149.95 [euro], ISBN 3-540-26239-3 (softcover), 54.95 [euro], 764 pages |
9 |
16 |
44 |
141 |
15 |
30 |
87 |
333 |
| ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES |
0 |
1 |
9 |
9 |
1 |
6 |
31 |
31 |
| ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
2 |
| On Robust Trend Function Hypothesis Testing |
0 |
2 |
20 |
42 |
0 |
5 |
50 |
123 |
| On Robust Trend Function Hypothesis Testing |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity |
1 |
1 |
1 |
26 |
1 |
2 |
2 |
62 |
| On tests for changes in persistence |
0 |
1 |
3 |
21 |
0 |
1 |
3 |
57 |
| On the Power of GLS-Type Unit Root Tests |
0 |
0 |
2 |
32 |
0 |
0 |
5 |
115 |
| On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation |
0 |
0 |
0 |
0 |
4 |
17 |
61 |
403 |
| On the limiting behaviour of augmented seasonal unit root tests |
0 |
2 |
8 |
19 |
0 |
2 |
12 |
89 |
| On the practical problems of computing seasonal unit root tests |
1 |
1 |
1 |
25 |
1 |
1 |
4 |
67 |
| On the use of Sub-sample Unit Root Tests to Detect Changes in Persistence |
2 |
2 |
6 |
37 |
2 |
3 |
11 |
92 |
| Persistence change tests and shifting stable autoregressions |
0 |
0 |
1 |
16 |
0 |
1 |
2 |
44 |
| REGRESSION-BASED SEASONAL UNIT ROOT TESTS |
0 |
5 |
17 |
17 |
6 |
18 |
57 |
57 |
| REJOINDER |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
3 |
| Recursive and rolling regression-based tests of the seasonal unit root hypothesis |
3 |
6 |
26 |
204 |
4 |
10 |
51 |
474 |
| Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series |
0 |
0 |
0 |
0 |
1 |
4 |
26 |
258 |
| Regression-based Tests for a Change in Persistence |
0 |
0 |
4 |
20 |
1 |
1 |
10 |
60 |
| Robust Stationarity Tests in Seasonal Time Series Processes |
0 |
0 |
0 |
0 |
0 |
3 |
14 |
451 |
| SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS |
6 |
9 |
10 |
10 |
9 |
18 |
23 |
23 |
| SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS? INTRODUCTION |
4 |
4 |
4 |
4 |
9 |
9 |
9 |
9 |
| STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER |
0 |
1 |
1 |
4 |
0 |
5 |
10 |
24 |
| STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS |
0 |
2 |
15 |
21 |
0 |
4 |
30 |
41 |
| Seasonal Unit Root Tests Based on Forward and Reverse Estimation |
0 |
0 |
1 |
37 |
0 |
0 |
2 |
117 |
| Seasonal unit root tests and the role of initial conditions |
0 |
2 |
17 |
17 |
2 |
9 |
40 |
40 |
| Some New Tests for a Change in Persistence |
0 |
0 |
4 |
32 |
0 |
0 |
5 |
86 |
| TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND |
2 |
2 |
2 |
2 |
4 |
4 |
4 |
4 |
| Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots |
0 |
0 |
2 |
43 |
0 |
1 |
8 |
150 |
| Testing for a Change in Persistence in the Presence of a Volatility Shift |
0 |
0 |
3 |
16 |
1 |
2 |
19 |
55 |
| Testing for a change in persistence in the presence of non-stationary volatility |
0 |
1 |
12 |
12 |
2 |
11 |
42 |
42 |
| Testing for unit roots in time series models with non-stationary volatility |
2 |
6 |
16 |
39 |
3 |
9 |
36 |
95 |
| Testing the Null of Co-integration in the Presence of Variance Breaks |
0 |
1 |
5 |
47 |
0 |
3 |
17 |
86 |
| Tests of stationarity against a change in persistence |
0 |
4 |
11 |
60 |
0 |
4 |
20 |
121 |
| Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
157 |
| The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag-Selection in Unit Root Tests |
1 |
1 |
1 |
18 |
1 |
1 |
2 |
101 |
| Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility |
0 |
2 |
13 |
21 |
0 |
5 |
31 |
49 |
| UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION |
4 |
5 |
14 |
14 |
7 |
19 |
43 |
43 |
| Variance Shifts, Structural Breaks, and Stationarity Tests |
0 |
0 |
0 |
2 |
0 |
7 |
30 |
249 |
| Variance ratio tests of the seasonal unit root hypothesis |
0 |
1 |
3 |
21 |
0 |
1 |
11 |
64 |
| Total Journal Articles |
45 |
133 |
475 |
1,691 |
104 |
352 |
1,333 |
6,782 |
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