del Barrio Castro, Tomás; Rodrigues, Paulo M. M.; Taylor, A. M. Robert Semi-parametric seasonal unit root tests. (English) Zbl 1442.62736 Econom. Theory 34, No. 2, 447-476 (2018). MSC: 62P20 62M07 62M10 PDFBibTeX XMLCite \textit{T. del Barrio Castro} et al., Econom. Theory 34, No. 2, 447--476 (2018; Zbl 1442.62736) Full Text: DOI
Hayakawa, Kazuhiko The asymptotic properties of the system GMM estimator in dynamic panel data models when both \(N\) and \(T\) are large. (English) Zbl 1441.62729 Econom. Theory 31, No. 3, 647-667 (2015). MSC: 62P20 62M10 62F12 PDFBibTeX XMLCite \textit{K. Hayakawa}, Econom. Theory 31, No. 3, 647--667 (2015; Zbl 1441.62729) Full Text: DOI
Xiao, Zhijie Unit roots: a selective review of the contributions of Peter C. B. Phillips. (English) Zbl 1314.01032 Econom. Theory 30, No. 4, 775-814 (2014). MSC: 01A70 62M10 62M07 62-02 91-02 PDFBibTeX XMLCite \textit{Z. Xiao}, Econom. Theory 30, No. 4, 775--814 (2014; Zbl 1314.01032) Full Text: DOI
Fan, Yanqin; Gençay, Ramazan Unit root tests with wavelets. (English) Zbl 1197.62127 Econom. Theory 26, No. 5, 1305-1331 (2010). MSC: 62M10 42C40 65C05 62P20 PDFBibTeX XMLCite \textit{Y. Fan} and \textit{R. Gençay}, Econom. Theory 26, No. 5, 1305--1331 (2010; Zbl 1197.62127) Full Text: DOI
Bai, Jushan; Ng, Serena Panel unit root tests with cross-section dependence: a further investigation. (English) Zbl 1294.62187 Econom. Theory 26, No. 4, 1088-1114 (2010). MSC: 62M10 62M07 62F10 62G05 PDFBibTeX XMLCite \textit{J. Bai} and \textit{S. Ng}, Econom. Theory 26, No. 4, 1088--1114 (2010; Zbl 1294.62187) Full Text: DOI
Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert Unit root testing in practice: dealing with uncertainty over the trend and initial condition. (English) Zbl 1253.62060 Econom. Theory 25, No. 3, 587-636 (2009). MSC: 62M10 62F03 62P20 PDFBibTeX XMLCite \textit{D. I. Harvey} et al., Econom. Theory 25, No. 3, 587--636 (2009; Zbl 1253.62060) Full Text: DOI
Forchini, Giovanni Weighted average power similar tests for structural change in the Gaussian linear regression model. (English) Zbl 1284.62417 Econom. Theory 24, No. 5, 1277-1290 (2008). MSC: 62J05 62F03 PDFBibTeX XMLCite \textit{G. Forchini}, Econom. Theory 24, No. 5, 1277--1290 (2008; Zbl 1284.62417) Full Text: DOI
Marsh, Patrick The available information for invariant tests of a unit root. (English) Zbl 1237.62121 Econom. Theory 23, No. 4, 686-710 (2007). MSC: 62M10 62M07 65C60 PDFBibTeX XMLCite \textit{P. Marsh}, Econom. Theory 23, No. 4, 686--710 (2007; Zbl 1237.62121) Full Text: DOI
Cai, Ye; Shintani, Mototsugu On the alternative long-run variance ratio test for a unit root. (English) Zbl 1125.62096 Econom. Theory 22, No. 3, 347-372 (2006). MSC: 62M10 62G20 65C05 PDFBibTeX XMLCite \textit{Y. Cai} and \textit{M. Shintani}, Econom. Theory 22, No. 3, 347--372 (2006; Zbl 1125.62096) Full Text: DOI
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem Estimation and inference in short panel vector autoregressions with unit roots and cointegration. (English) Zbl 1082.62072 Econom. Theory 21, No. 4, 795-837 (2005). MSC: 62M10 62H12 62P20 62F12 65C05 62M09 PDFBibTeX XMLCite \textit{M. Binder} et al., Econom. Theory 21, No. 4, 795--837 (2005; Zbl 1082.62072) Full Text: DOI
Cavaliere, Giuseppe Limited time series with a unit root. (English) Zbl 1081.62062 Econom. Theory 21, No. 5, 907-945 (2005). MSC: 62M10 62E20 62P20 PDFBibTeX XMLCite \textit{G. Cavaliere}, Econom. Theory 21, No. 5, 907--945 (2005; Zbl 1081.62062) Full Text: DOI
Pere, Pekka AR(1) models, unit roots, and adjusted profile likelihood. (English) Zbl 1441.62835 Econom. Theory 19, No. 6, 885-922 (2003). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{P. Pere}, Econom. Theory 19, No. 6, 885--922 (2003; Zbl 1441.62835) Full Text: DOI
Bekker, Paul; Kleibergen, Frank Finite-sample instrumental variables inference using an asymptotically pivotal statistic. (English) Zbl 1441.62602 Econom. Theory 19, No. 5, 744-753 (2003). MSC: 62P20 62E20 62J05 PDFBibTeX XMLCite \textit{P. Bekker} and \textit{F. Kleibergen}, Econom. Theory 19, No. 5, 744--753 (2003; Zbl 1441.62602) Full Text: DOI