The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes
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- Ahlgren, Niklas & Nyblom, Jukka, 2005. "Tests Against Stationary and Explosive Alternatives in Vector Autoregressive Models," Working Papers 511, Hanken School of Economics.
- B. Nielsen, 2009. "Test for cointegration rank in general vector autoregressions," Economics Papers 2009-W10, Economics Group, Nuffield College, University of Oxford.
- Nielsen, Bent, 2008. "On the Explosive Nature of Hyper-Inflation Data," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 2, pages 1-29.
- Castro, Tomás del Barrio & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2013.
"The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests,"
Cambridge University Press, vol. 29(06), pages 1289-1313, December.
- Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor, 2011. "The Impact of Persistent Cycles on Zero Frequency Unit Root Tests," Working Papers w201124, Banco de Portugal, Economics and Research Department.
- Bent Nielsen & J. James Reade, 2007.
"Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression,"
Taylor & Francis Journals, vol. 26(5), pages 487-501.
- Bent Nielsen & J. James Reade, 2004. "Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression," Economics Papers 2004-W24, Economics Group, Nuffield College, University of Oxford.
- Zorica Mladenovic & Bent Nielsen, 2009. "The role of income in money demand during hyper-inflation: the case of Yugoslavia," Economics Papers 2009-W02, Economics Group, Nuffield College, University of Oxford.
- Lars Hougaard Hansen & Bent Nielsen & Jens Perch Nielsen, 2004. "Two sided analysis of variance with a latent time series," Economics Papers 2004-W25, Economics Group, Nuffield College, University of Oxford.
- Hui Liu & Gabriel Rodriguez, 2003.
"Human Activities and Global Warming: A Cointegration Analysis,"
0307E, University of Ottawa, Department of Economics.
- Liu, Hui & Rodríguez, Gabriel, 2005. "Human activities and global warming: a cointegration analysis," MPRA Paper 9939, University Library of Munich, Germany.
- Pitarakis, Jean-Yves, 2014. "A joint test for structural stability and a unit root in autoregressions," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 577-587.
- Nielsen, Bent, 2010. "Analysis Of Coexplosive Processes," Econometric Theory, Cambridge University Press, vol. 26(03), pages 882-915, June.
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