Unit root test in a threshold autoregression : Asymptotic theory and residual-based block bootstrap /

Gelijkaardige items

• Testing for seasonal unit roots in periodic integrated autoregressive processes /
  door: Castro, Tomas Del Barrio.
• Regime-switching autoregressive coefficients and the asymptotics for unit root tests : Notes and problems /
  door: Cavaliere, Giuseppe.
• Bootstrap unit root tests for time series with nonstationary volatility /
  door: Cavaliere, Giuseppe.
• Admissible and nonadmissible tests in unit-root-like situations /
  door: Ploberger, Werner.
• Distribution-free tests of fractional cointegration /
  door: Hualde, Javier.