Journal Article |
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Last month |
3 months |
12 months |
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A Bootstrap Stationarity Test for Predictive Regression Invalidity |
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2 |
10 |
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2 |
22 |

A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models |
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0 |
0 |
6 |
0 |
0 |
1 |
55 |

A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION |
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0 |
5 |
0 |
0 |
1 |
42 |

A Generalised Fractional Differencing Bootstrap for Long Memory Processes |
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0 |
0 |
4 |
0 |
1 |
6 |
15 |

A Note on Testing Covariance Stationarity |
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44 |
0 |
0 |
0 |
139 |

A Review of Unit Root Tests in Time Series: Volumes 1 and 2 |
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0 |
0 |
23 |
0 |
0 |
0 |
52 |

A bootstrap test for additive outliers in non-stationary time series |
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0 |
1 |
18 |
0 |
0 |
2 |
54 |

A simple, robust and powerful test of the trend hypothesis |
0 |
0 |
3 |
83 |
0 |
1 |
7 |
220 |

ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL |
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0 |
0 |
19 |
0 |
0 |
0 |
58 |

Adaptive Inference in Heteroscedastic Fractional Time Series Models |
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2 |
4 |
4 |
0 |
6 |
15 |
15 |

Additional critical values and asymptotic representations for seasonal unit root tests |
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1 |
2 |
75 |
0 |
2 |
7 |
181 |

Additive Outlier Detection Via Extreme‐Value Theory |
1 |
1 |
1 |
77 |
2 |
2 |
3 |
408 |

Alternative estimators and unit root tests for seasonal autoregressive processes |
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1 |
2 |
50 |
0 |
3 |
4 |
180 |

An optimal test against a random walk component in a non-orthogonal unobserved components model |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
491 |

BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY |
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0 |
1 |
13 |
0 |
1 |
2 |
59 |

BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY |
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0 |
3 |
118 |
0 |
1 |
6 |
240 |

Book Reviews |
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0 |
1 |
0 |
0 |
0 |
9 |

Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates |
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0 |
0 |
5 |
0 |
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1 |
41 |

Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion |
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0 |
1 |
12 |
0 |
0 |
2 |
71 |

Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models |
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0 |
1 |
8 |
0 |
0 |
4 |
52 |

Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models |
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0 |
3 |
128 |
0 |
0 |
9 |
467 |

Bootstrap M Unit Root Tests |
1 |
1 |
3 |
92 |
1 |
2 |
4 |
227 |

Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets |
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3 |
61 |
0 |
2 |
9 |
192 |

Bootstrapping the HEGY seasonal unit root tests |
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0 |
0 |
76 |
0 |
0 |
2 |
266 |

COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY |
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0 |
0 |
56 |
0 |
0 |
6 |
146 |

CUSUM of Squares‐Based Tests for a Change in Persistence |
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1 |
1 |
83 |
0 |
1 |
3 |
174 |

Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? |
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1 |
3 |

Conference in honour of Paul Newbold |
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4 |
0 |
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0 |
52 |

Controversy: On Modelling the Long Run in Applied Economics |
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0 |
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42 |
0 |
0 |
0 |
169 |

Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] |
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1 |
79 |
0 |
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3 |
214 |

Corrigendum to “A Generalised Fractional Differencing Bootstrap for Long Memory Processes” Journal of Time Series Analysis 40: 467‐492 (2019) DOI: 10.1111/jtsa.12460 |
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1 |
1 |
5 |
8 |

DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER |
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1 |
1 |
0 |
0 |
2 |
20 |

Detecting Multiple Changes in Persistence |
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1 |
2 |
183 |
1 |
2 |
5 |
381 |

Detecting Seasonal Unit Roots: an Approach Based on the Sample Autocorrelation Function |
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0 |
0 |
0 |
0 |
0 |
1 |
1 |

Determination of the Number of Common Stochastic Trends Under Conditional Heteroskedasticity/Determinación del número de tendencias estocásticas comunes bajo heteroscedasticidad condicional |
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0 |
21 |
0 |
1 |
2 |
174 |

Determining the order of differencing in seasonal time series processes |
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0 |
0 |
19 |
0 |
0 |
1 |
438 |

Deterministic Parameter Change Models in Continuous and Discrete Time |
1 |
1 |
1 |
4 |
1 |
1 |
3 |
16 |

Editorial |
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11 |
0 |
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0 |
28 |

Editorial Announcement |
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0 |
0 |
3 |

Editorial Announcement |
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0 |
5 |
0 |
0 |
0 |
23 |

Editorial Announcement |
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0 |
0 |
0 |
0 |
0 |
1 |
10 |

Editorial Announcement |
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0 |
0 |
1 |
0 |
0 |
1 |
8 |

Editorial Announcement: Journal of Time Series Analysis Distinguished Authors |
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1 |
6 |
0 |
0 |
5 |
18 |

Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2021 |
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1 |
2 |
2 |

Editorial Announcement: Professor Michael McAleer |
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1 |
2 |
2 |
1 |
2 |
8 |
8 |

Editorial announcement: Journal of Time Series Analysis Distinguished Authors 2020 |
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4 |
0 |
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0 |
16 |

Editorial, January 2018 |
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1 |
18 |

Editorial, September 2018 |
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1 |
0 |
0 |
1 |
21 |

Efficient tests of the seasonal unit root hypothesis |
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0 |
0 |
61 |
0 |
0 |
1 |
146 |

Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] |
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0 |
0 |
16 |
0 |
0 |
0 |
59 |

Fluctuation Tests for a Change in Persistence |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
131 |

HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT |
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0 |
7 |
138 |
0 |
1 |
13 |
261 |

Inference on co-integration parameters in heteroskedastic vector autoregressions |
0 |
0 |
1 |
38 |
0 |
1 |
5 |
121 |

Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility |
1 |
1 |
2 |
14 |
1 |
1 |
2 |
66 |

Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem |
0 |
1 |
3 |
4 |
0 |
1 |
5 |
16 |

Likelihood Ratio Tests for Seasonal Unit Roots |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
7 |

Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
131 |

Modified tests for a change in persistence |
0 |
0 |
1 |
93 |
1 |
1 |
4 |
276 |

Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume |
0 |
0 |
5 |
6 |
0 |
0 |
16 |
24 |

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 |
1 |
3 |
4 |
587 |
1 |
4 |
21 |
1,603 |

ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS |
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0 |
0 |
21 |
0 |
0 |
2 |
83 |

ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
190 |

ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
33 |

ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION |
0 |
0 |
0 |
12 |
0 |
0 |
4 |
45 |

On Robust Trend Function Hypothesis Testing |
0 |
0 |
0 |
67 |
0 |
1 |
6 |
197 |

On infimum Dickey–Fuller unit root tests allowing for a trend break under the null |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
29 |

On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
135 |

On tests for changes in persistence |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
104 |

On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
64 |

On the Definitions of (Co‐)integration |
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0 |
0 |
0 |
0 |
0 |
1 |
5 |

On the Power of GLS‐Type Unit Root Tests |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |

On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
527 |

On the limiting behaviour of augmented seasonal unit root tests |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
33 |

On the practical problems of computing seasonal unit root tests |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
111 |

On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence |
0 |
0 |
0 |
65 |
0 |
0 |
0 |
153 |

Persistence change tests and shifting stable autoregressions |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
72 |

Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form |
0 |
1 |
3 |
43 |
0 |
1 |
7 |
160 |

REGRESSION-BASED SEASONAL UNIT ROOT TESTS |
0 |
0 |
0 |
74 |
0 |
0 |
3 |
215 |

REJOINDER |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
43 |

Real‐Time Monitoring for Explosive Financial Bubbles |
0 |
1 |
1 |
11 |
0 |
2 |
8 |
39 |

Real‐time detection of regimes of predictability in the US equity premium |
1 |
1 |
3 |
4 |
1 |
1 |
9 |
14 |

Recursive and rolling regression-based tests of the seasonal unit root hypothesis |
0 |
1 |
1 |
244 |
0 |
3 |
5 |
648 |

Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
318 |

Regression‐based Tests for a Change in Persistence* |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
112 |

Robust Stationarity Tests in Seasonal Time Series Processes |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
497 |

Robust and Powerful Tests for Nonlinear Deterministic Components |
0 |
0 |
0 |
6 |
0 |
1 |
4 |
49 |

Robust methods for detecting multiple level breaks in autocorrelated time series |
1 |
1 |
1 |
20 |
1 |
1 |
1 |
101 |

Robust tests for a linear trend with an application to equity indices |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
58 |

Robust tests for deterministic seasonality and seasonal mean shifts |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
10 |

SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS |
0 |
0 |
1 |
4 |
0 |
0 |
1 |
20 |

SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
140 |

SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
74 |

SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
13 |

SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
61 |

STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
88 |

STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS |
0 |
0 |
2 |
51 |
0 |
0 |
3 |
158 |

Seasonal Unit Root Tests Based on Forward and Reverse Estimation |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
155 |

Seasonal unit root tests and the role of initial conditions |
0 |
0 |
0 |
31 |
0 |
0 |
3 |
159 |

Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks |
0 |
2 |
2 |
2 |
0 |
4 |
8 |
8 |

Simple tests for stock return predictability with good size and power properties |
0 |
0 |
2 |
3 |
0 |
0 |
4 |
15 |

Some New Tests for a Change in Persistence |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
41 |

Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
25 |

Special issue of the Journal of Empirical Finance Guest Editors' introduction |
0 |
0 |
1 |
9 |
0 |
0 |
2 |
54 |

TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND |
0 |
0 |
0 |
51 |
0 |
0 |
3 |
149 |

TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY |
0 |
0 |
1 |
43 |
0 |
0 |
3 |
129 |

TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
7 |

THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS |
0 |
0 |
0 |
16 |
0 |
0 |
3 |
70 |

Temporal Aggregation of Seasonally Near‐Integrated Processes |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
12 |

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots |
0 |
0 |
2 |
54 |
0 |
1 |
5 |
222 |

Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics |
0 |
3 |
4 |
18 |
0 |
3 |
6 |
76 |

Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
115 |

Testing for Unit Roots in Monthly Time Series |
0 |
0 |
1 |
2 |
1 |
1 |
5 |
6 |

Testing for a Change in Persistence in the Presence of a Volatility Shift* |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
125 |

Testing for a break in trend when the order of integration is unknown |
0 |
1 |
2 |
39 |
0 |
2 |
8 |
144 |

Testing for a change in persistence in the presence of non-stationary volatility |
0 |
0 |
1 |
84 |
0 |
0 |
3 |
330 |

Testing for co-integration in vector autoregressions with non-stationary volatility |
1 |
1 |
2 |
63 |
2 |
4 |
7 |
208 |

Testing for episodic predictability in stock returns |
1 |
1 |
1 |
1 |
2 |
4 |
10 |
10 |

Testing for parameter instability in predictive regression models |
0 |
0 |
2 |
6 |
0 |
2 |
14 |
63 |

Testing for seasonal unit roots by frequency domain regression |
0 |
0 |
0 |
15 |
1 |
2 |
2 |
61 |

Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics |
0 |
0 |
1 |
47 |
0 |
0 |
2 |
183 |

Testing for unit roots in the presence of uncertainty over both the trend and initial condition |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
64 |

Testing for unit roots in time series models with non-stationary volatility |
0 |
2 |
4 |
215 |
0 |
3 |
6 |
473 |

Testing the Null of Co‐integration in the Presence of Variance Breaks |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
163 |

Tests for an end-of-sample bubble in financial time series |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
23 |

Tests for explosive financial bubbles in the presence of non-stationary volatility |
1 |
1 |
15 |
77 |
1 |
3 |
22 |
164 |

Tests of stationarity against a change in persistence |
0 |
1 |
4 |
136 |
0 |
3 |
11 |
336 |

Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
191 |

Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point |
0 |
0 |
1 |
5 |
0 |
0 |
6 |
60 |

The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag‐selection in Unit Root Tests |
0 |
0 |
1 |
24 |
1 |
1 |
2 |
132 |

The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- |
1 |
1 |
3 |
13 |
1 |
1 |
4 |
54 |

The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
66 |

The impact of the initial condition on robust tests for a linear trend |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
34 |

Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility |
0 |
0 |
1 |
80 |
0 |
0 |
1 |
182 |

UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
42 |

UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION |
0 |
1 |
4 |
88 |
0 |
1 |
5 |
228 |

Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
31 |

Unit Root Tests and Heavy-Tailed Innovations |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
33 |

Unit root testing under a local break in trend |
1 |
1 |
1 |
21 |
1 |
2 |
6 |
96 |

Variance Shifts, Structural Breaks, and Stationarity Tests |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
364 |

Variance ratio tests of the seasonal unit root hypothesis |
1 |
1 |
2 |
46 |
1 |
2 |
7 |
147 |

Wild Bootstrap of the Sample Mean in the Infinite Variance Case |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
83 |

Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility |
0 |
1 |
3 |
8 |
0 |
1 |
5 |
23 |

Total Journal Articles |
13 |
37 |
139 |
4,994 |
23 |
91 |
453 |
18,304 |