Journal Article |
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12 months |
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Last month |
3 months |
12 months |
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03.3.2. The Asymptotic Distribution of the Dickey Solution |
0 |
1 |
2 |
20 |
0 |
1 |
3 |
65 |

03.4.2. The Asymptotic Distribution of the Dickey Fuller Statistic under Nonnegativity Constraint |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
53 |

A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models |
0 |
0 |
1 |
5 |
1 |
4 |
9 |
41 |

A Note on Testing Covariance Stationarity |
0 |
0 |
2 |
42 |
0 |
0 |
5 |
126 |

A new approach to stock price modelling and the efficiency of the Italian stock exchange |
0 |
0 |
2 |
22 |
0 |
0 |
2 |
48 |

A note on unit root testing in the presence of level shifts |
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0 |
0 |
0 |
0 |
1 |
1 |
43 |

Asymptotics for unit root tests under Markov regime-switching |
0 |
1 |
1 |
81 |
0 |
1 |
1 |
206 |

BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY |
1 |
1 |
6 |
102 |
1 |
3 |
15 |
197 |

Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates |
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0 |
1 |
3 |
2 |
5 |
7 |
25 |

Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion |
1 |
1 |
1 |
11 |
1 |
1 |
3 |
62 |

Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models |
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0 |
0 |
6 |
0 |
1 |
7 |
34 |

Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models |
0 |
0 |
4 |
114 |
2 |
5 |
20 |
278 |

Bootstrap M Unit Root Tests |
0 |
0 |
6 |
82 |
1 |
2 |
14 |
202 |

Bootstrap Testing of Hypotheses on Co‐Integration Relations in Vector Autoregressive Models |
0 |
5 |
21 |
122 |
1 |
9 |
37 |
225 |

Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets |
0 |
1 |
10 |
52 |
0 |
2 |
27 |
141 |

Bounded integrated processes and unit root tests |
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0 |
0 |
0 |
0 |
0 |
1 |
1 |

COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY |
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0 |
0 |
53 |
1 |
1 |
6 |
119 |

Consumption risk sharing and adjustment costs |
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0 |
1 |
33 |
0 |
0 |
3 |
89 |

Determination of the Number of Common Stochastic Trends Under Conditional Heteroskedasticity/Determinación del número de tendencias estocásticas comunes bajo heteroscedasticidad condicional |
0 |
0 |
0 |
20 |
0 |
1 |
11 |
158 |

EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS |
1 |
1 |
3 |
17 |
1 |
2 |
7 |
49 |

Firm size and the Italian Stock Exchange |
0 |
0 |
2 |
67 |
0 |
0 |
3 |
290 |

Fundamentals and asset price dynamics |
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0 |
0 |
0 |
0 |
0 |
1 |
1 |

HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT |
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2 |
9 |
122 |
1 |
3 |
18 |
222 |

Inference on co-integration parameters in heteroskedastic vector autoregressions |
2 |
2 |
5 |
23 |
2 |
4 |
19 |
76 |

International dynamic risk sharing |
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0 |
2 |
115 |
0 |
0 |
7 |
308 |

LIMITED TIME SERIES WITH A UNIT ROOT |
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2 |
4 |
96 |
1 |
5 |
13 |
215 |

Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility |
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0 |
0 |
11 |
0 |
1 |
2 |
41 |

Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) |
1 |
2 |
19 |
38 |
3 |
11 |
55 |
106 |

On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space |
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0 |
0 |
0 |
0 |
0 |
2 |
2 |

Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form |
0 |
1 |
17 |
20 |
2 |
9 |
46 |
60 |

REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS |
0 |
0 |
3 |
46 |
0 |
0 |
5 |
122 |

ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS |
1 |
1 |
1 |
25 |
1 |
1 |
3 |
86 |

Recent developments in bootstrap methods for dependent data |
0 |
1 |
1 |
5 |
0 |
3 |
4 |
24 |

Recent developments in bootstrap methods for dependent data |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
29 |

Regional consumption dynamics and risk sharing in Italy |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
135 |

Risk Sharing, avversione al rischio e stabilizzazione delle economie regionali in Italia |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
49 |

STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS |
0 |
0 |
1 |
47 |
1 |
2 |
6 |
146 |

TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS |
0 |
0 |
1 |
30 |
0 |
0 |
2 |
118 |

TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY |
0 |
0 |
0 |
37 |
1 |
1 |
4 |
107 |

Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics |
0 |
0 |
6 |
12 |
1 |
3 |
14 |
43 |

Testing for a Change in Persistence in the Presence of a Volatility Shift |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
117 |

Testing for a change in persistence in the presence of non-stationary volatility |
0 |
0 |
2 |
81 |
1 |
3 |
6 |
305 |

Testing for co-integration in vector autoregressions with non-stationary volatility |
1 |
1 |
3 |
44 |
1 |
1 |
7 |
139 |

Testing for unit roots in bounded time series |
0 |
3 |
15 |
144 |
4 |
11 |
38 |
444 |

Testing for unit roots in time series models with non-stationary volatility |
0 |
2 |
14 |
189 |
0 |
3 |
15 |
405 |

Testing mean reversion in target-zone exchange rates |
0 |
0 |
1 |
58 |
0 |
0 |
1 |
221 |

Testing stationarity under a permanent variance shift |
0 |
0 |
2 |
36 |
0 |
0 |
5 |
135 |

Testing the Null of Co-integration in the Presence of Variance Breaks |
0 |
0 |
1 |
69 |
0 |
0 |
4 |
155 |

Testing the unit root hypothesis using generalized range statistics |
0 |
0 |
0 |
2 |
1 |
1 |
7 |
338 |

Tests for cointegration rank and choice of the alternative |
0 |
0 |
1 |
38 |
0 |
0 |
1 |
88 |

Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility |
0 |
1 |
2 |
73 |
0 |
1 |
4 |
165 |

Unit Root Tests under Time-Varying Variances |
0 |
0 |
0 |
20 |
0 |
0 |
3 |
78 |

Wild Bootstrap of the Sample Mean in the Infinite Variance Case |
0 |
0 |
1 |
20 |
0 |
0 |
7 |
71 |

Total Journal Articles |
9 |
29 |
174 |
2,351 |
32 |
104 |
486 |
7,003 |