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Publication search results
found 70 matches
- 2023
- Ke-Ang Fu, Jie Li:
On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations. Commun. Stat. Simul. Comput. 52(2): 309-319 (2023) - Stephan Smeekes, Ines Wilms:
bootUR: An R Package for Bootstrap Unit Root Tests. J. Stat. Softw. 106(12) (2023) - Tolga Omay, Nuri Ucar:
Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels with Logistic Smooth Breaks. Symmetry 15(3): 747 (2023) - 2022
- Selahattin Güris, Burak Güris:
GLS detrending in nonlinear unit root test. Commun. Stat. Simul. Comput. 51(3): 1096-1102 (2022) - Fuming Lin, Daimin Shi:
A new method of testing for a unit root in the INAR(1) model based on variances. Commun. Stat. Simul. Comput. 51(10): 5915-5932 (2022) - Kemal Çaglar Gögebakan, Burak Alparslan Eroglu:
Non-parametric seasonal unit root tests under periodic non-stationary volatility. Comput. Stat. 37(5): 2581-2636 (2022) - Kostas Vasilopoulos, Efthymios Pavlidis, Enrique Martínez-García:
exuber: Recursive Right-Tailed Unit Root Testing with R. J. Stat. Softw. 103(10) (2022) - 2021
- Aycan Hepsag:
A unit root test based on smooth transitions and nonlinear adjustment. Commun. Stat. Simul. Comput. 50(3): 625-632 (2021) - Hugo Pérez-Vicente, María Isabel Ayuda, Antonio Aznar:
The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study. Commun. Stat. Simul. Comput. 50(4): 1062-1072 (2021) - Songyuan Gu, Yuanyuan Qin, Anwen Lu:
A Combining Forecasting Method Based on Seasonal Unit Root Test and Support Vector Regression. HCC 2021: 15-24 - Xidan Yao, Dunhong Yao:
A Study on the Influence of Economic Growth on Urban-Rural Income Gap in Five Northwest Provinces Based on Unit Root and Co-integration Test. ICAIS (1) 2021: 290-302 - 2020
- Márcio Alves Diniz, Carlos A. de B. Pereira, Julio Michael Stern:
Cointegration and Unit Root Tests: A Fully Bayesian Approach. Entropy 22(9): 968 (2020) - 2019
- Burak Güris:
A new nonlinear unit root test with Fourier function. Commun. Stat. Simul. Comput. 48(10): 3056-3062 (2019) - 2018
- Amit Sen:
A simple unit root testing methodology that does not require knowledge regarding the presence of a break. Commun. Stat. Simul. Comput. 47(3): 871-889 (2018) - 2017
- Fazlolah Lak, Mahmood Afshari, Behzad Gholizadeh:
An efficiency Bayesian unit root test in Unobserved-ARCH models. Commun. Stat. Simul. Comput. 46(6): 4841-4850 (2017) - Tomás del Barrio Castro, Andrii Bodnar, Andreu Sansò:
Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending. Comput. Stat. 32(4): 1533-1568 (2017) - 2016
- Natalia Bailey, Liudas Giraitis:
Spectral approach to parameter-free unit root testing. Comput. Stat. Data Anal. 100: 4-16 (2016) - Mauro Costantini, Amit Sen:
A simple testing procedure for unit root and model specification. Comput. Stat. Data Anal. 102: 37-54 (2016) - Amit Shelef:
A Gini-based unit root test. Comput. Stat. Data Anal. 100: 763-772 (2016) - Alexander Vosseler:
Bayesian model selection for unit root testing with multiple structural breaks. Comput. Stat. Data Anal. 100: 616-630 (2016) - H. E. T. Holgersson, Kristofer Månsson, Ghazi Shukur:
Testing for Panel Unit Roots under General Cross-sectional Dependence. Commun. Stat. Simul. Comput. 45(5): 1785-1801 (2016) - Hyejin Lee, Dong-Yop Oh:
Dealing with the Initial Observation in the LM Unit Root Test. Commun. Stat. Simul. Comput. 45(10): 3660-3669 (2016) - Martin Solberger:
A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors. Commun. Stat. Simul. Comput. 45(6): 2032-2050 (2016) - 2015
- Eunju Hwang, Dong Wan Shin:
Stationary bootstrapping for semiparametric panel unit root tests. Comput. Stat. Data Anal. 83: 14-25 (2015) - Mauro Costantini, Paresh Kumar Narayan, Stephan Popp, Joakim Westerlund:
Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series. Commun. Stat. Simul. Comput. 44(4): 868-877 (2015) - Yujin Oh, Yu-Seop Kim:
Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative. Commun. Stat. Simul. Comput. 44(6): 1465-1476 (2015) - Cheng Qian, Lei Huang, Yu-Hang Xiao, Hing-Cheung So:
Two-step reliability test based unitary root-MUSIC for direction-of-arrival estimation. Digit. Signal Process. 44: 68-75 (2015) - Daiki Maki:
Wild bootstrap tests for unit root in ESTAR models. Stat. Methods Appl. 24(3): 475-490 (2015) - 2014
- Peter Martey Addo, Monica Billio, Dominique Guégan:
The univariate MT-STAR model and a new linearity and unit root test procedure. Comput. Stat. Data Anal. 76: 4-19 (2014) - Ignacio Díaz-Emparanza:
Numerical distribution functions for seasonal unit root tests. Comput. Stat. Data Anal. 76: 237-247 (2014)
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