Convergence To Stochastic Power Integrals For Dependent Heterogeneous Processes
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- Rickard Sandberg, 2018. "Unit Root Testing in Multiple Smooth Break Models with Nonlinear Dynamics," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 942-952, November.
- Rickard Sandberg, 2015. "M-estimator based unit root tests in the ESTAR framework," Statistical Papers, Springer, vol. 56(4), pages 1115-1135, November.
- Robinson Kruse, 2011.
"A new unit root test against ESTAR based on a class of modified statistics,"
Statistical Papers, Springer, vol. 52(1), pages 71-85, February.
- Kruse, Robinson, 2008. "A new unit root test against ESTAR based on a class of modified statistics," Hannover Economic Papers (HEP) dp-398, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Rickard Sandberg, 2017. "Sample Moments and Weak Convergence to Multivariate Stochastic Power Integrals," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 1000-1009, November.
- Jean-Yves Pitarakis, 2017. "A Simple Approach for Diagnosing Instabilities in Predictive Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(5), pages 851-874, October.
- Sandberg, Rickard, 2016. "Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined," Economic Modelling, Elsevier, vol. 52(PB), pages 699-713.
- Jean-Yves Pitarakis, 2017.
"A Simple Approach for Diagnosing Instabilities in Predictive Regressions,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 79(5), pages 851-874, October.
- Pitarakis, Jean-Yves, 2015. "A simple approach for diagnosing instabilities in predictive regressions," Discussion Paper Series In Economics And Econometrics 1519, Economics Division, School of Social Sciences, University of Southampton.
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