Unit‐Root Asymptotic Theories (I)

Time-Series-Based Econometrics ◽

10.1093/0198773536.003.0004 ◽

1996 ◽

pp. 40-46

Author(s):

Michio Hatanaka

Keyword(s):

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UNIT ROOT TESTING: A CRITIQUE FROM CHAOS THEORY

Review of Financial Economics ◽

10.1002/j.1873-5924.1993.tb00569.x ◽

1993 ◽

Vol 3 (1) ◽

pp. 1-18 ◽

Author(s):

Steven R. Cunningham

Keyword(s):

Chaos Theory ◽

Unit Root ◽

Unit Root Testing

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Estimation for the autoregressive moving average model with a unit root

10.31274/rtd-180813-11235 ◽

1990 ◽

Author(s):

Dongwan Shin

Keyword(s):

Unit Root ◽

Moving Average ◽

Autoregressive Moving Average ◽

Average Model ◽

Autoregressive Moving Average Model ◽

Moving Average Model

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A Panel Unit-Root Test with Smooth Breaks and Cross-Sectional Dependence

SSRN Electronic Journal ◽

10.2139/ssrn.2039620 ◽

2012 ◽

Author(s):

Chingnum Lee ◽

Jyh-Lin Wu

Keyword(s):

Unit Root ◽

Unit Root Test ◽

Panel Unit Root Test ◽

Cross Sectional ◽

Panel Unit Root ◽

Cross Sectional Dependence ◽

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Greater than Unit Root Processes

SSRN Electronic Journal ◽

10.2139/ssrn.2124564 ◽

2012 ◽

Author(s):

David E. Harris ◽

Timothy Glatzer

Keyword(s):

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A Gini-Based Test for Unit Root

SSRN Electronic Journal ◽

10.2139/ssrn.2385485 ◽

2014 ◽

Author(s):

Amit Shelef

Keyword(s):

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On Trend, Breaks and Initial Condition in Unit Root Testing

SSRN Electronic Journal ◽

10.2139/ssrn.2447628 ◽

2014 ◽

Author(s):

Anton Skrobotov

Keyword(s):

Unit Root ◽

Initial Condition ◽

Unit Root Testing ◽

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An Extended Class of Unit Root Tests for Relative Stock Prices

SSRN Electronic Journal ◽

10.2139/ssrn.2534991 ◽

2014 ◽

Author(s):

Shlomo Zilca

Keyword(s):

Unit Root ◽

Stock Prices ◽

Unit Root Tests ◽

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A More Informative Unit Root Test for Driftless Time Series

SSRN Electronic Journal ◽

10.2139/ssrn.2538449 ◽

2014 ◽

Author(s):

Shlomo Zilca

Keyword(s):

Time Series ◽

Unit Root ◽

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О Тренде, Сдвиге и Начальном Значении в Тестировании Гипотезы О Наличии Единичного Корня (On Trend, Breaks and Initial Condition in Unit Root Testing)

SSRN Electronic Journal ◽

10.2139/ssrn.2590273 ◽

2015 ◽

Author(s):

Anton Skrobotov

Keyword(s):

Unit Root ◽

Initial Condition ◽

Unit Root Testing ◽

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Algebra of Integrated Time Series: Evidence from Unit Root Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.2709983 ◽

2015 ◽

Author(s):

Hari S. Luitel ◽

Gerry J. Mahar

Keyword(s):

Time Series ◽

Unit Root ◽

Root Analysis ◽

Integrated Time Series

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