Norkutė, Milda; Westerlund, Joakim The factor analytical approach in near unit root interactive effects panels. (English) Zbl 1471.62473 J. Econom. 221, No. 2, 569-590 (2021). MSC: 62M10 62F12 62H25 62M07 62P20 PDFBibTeX XMLCite \textit{M. Norkutė} and \textit{J. Westerlund}, J. Econom. 221, No. 2, 569--590 (2021; Zbl 1471.62473) Full Text: DOI
Bykhovskaya, Anna; Phillips, Peter C. B. Boundary limit theory for functional local to unity regression. (English) Zbl 1391.60057 J. Time Ser. Anal. 39, No. 4, 523-562 (2018). MSC: 60F17 62M10 62E20 62F12 PDFBibTeX XMLCite \textit{A. Bykhovskaya} and \textit{P. C. B. Phillips}, J. Time Ser. Anal. 39, No. 4, 523--562 (2018; Zbl 1391.60057) Full Text: DOI
Sun, Yixiao Fixed-smoothing asymptotics and asymptotic \(F\) and \(t\) tests in the presence of strong autocorrelation. (English) Zbl 1453.62645 Chang, Yoosoon (ed.) et al., Essays in honor of Peter C. B. Phillips. Bingley: Emerald. Adv. Econom. 33, 23-63 (2014). MSC: 62M10 62M07 62F03 PDFBibTeX XMLCite \textit{Y. Sun}, Adv. Econom. 33, 23--63 (2014; Zbl 1453.62645) Full Text: DOI
Gospodinov, Nikolay Inference in nearly nonstationary SVAR models with long-run identifying restrictions. (English) Zbl 1198.62093 J. Bus. Econ. Stat. 28, No. 1, 1-12 (2010). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{N. Gospodinov}, J. Bus. Econ. Stat. 28, No. 1, 1--12 (2010; Zbl 1198.62093) Full Text: DOI
Drost, Feike C.; van den Akker, Ramon; Werker, Bas J. M. The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models. (English) Zbl 1200.62105 Bernoulli 15, No. 2, 297-324 (2009). MSC: 62M10 62M09 60J80 62G20 PDFBibTeX XMLCite \textit{F. C. Drost} et al., Bernoulli 15, No. 2, 297--324 (2009; Zbl 1200.62105) Full Text: DOI arXiv
Pesavento, Elena; Rossi, Barbara Impulse response confidence intervals for persistent data: what have we learned? (English) Zbl 1163.91520 J. Econ. Dyn. Control 31, No. 7, 2398-2412 (2007). MSC: 91B82 62P05 PDFBibTeX XMLCite \textit{E. Pesavento} and \textit{B. Rossi}, J. Econ. Dyn. Control 31, No. 7, 2398--2412 (2007; Zbl 1163.91520) Full Text: DOI Link
Mikusheva, Anna Uniform inference in autoregressive models. (English) Zbl 1133.91046 Econometrica 75, No. 5, 1411-1452 (2007); corrections ibid. 78, No. 5, 1773 (2010). MSC: 91B60 91B82 PDFBibTeX XMLCite \textit{A. Mikusheva}, Econometrica 75, No. 5, 1411--1452 (2007; Zbl 1133.91046) Full Text: DOI
Müller, Ulrich K. Size and power of tests of stationarity in highly autocorrelated time series. (English) Zbl 1337.62224 J. Econom. 128, No. 2, 195-213 (2005). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{U. K. Müller}, J. Econom. 128, No. 2, 195--213 (2005; Zbl 1337.62224) Full Text: DOI Link
Moon, Hyungsik Roger; Perron, Benoit Testing for a unit root in panels with dynamic factors. (English) Zbl 1282.62201 J. Econom. 122, No. 1, 81-126 (2004). MSC: 62M10 62M07 91B84 PDFBibTeX XMLCite \textit{H. R. Moon} and \textit{B. Perron}, J. Econom. 122, No. 1, 81--126 (2004; Zbl 1282.62201) Full Text: DOI
Gospodinov, Nikolay Asymptotic confidence intervals for impulse responses of near-integrated processes. (English) Zbl 1114.91350 Econom. J. 7, No. 2, 505-527 (2004). MSC: 91B84 91B82 PDFBibTeX XMLCite \textit{N. Gospodinov}, Econom. J. 7, No. 2, 505--527 (2004; Zbl 1114.91350) Full Text: DOI
Gospodinov, Nikolay Median unbiased forecasts for highly persistent autoregressive processes. (English) Zbl 1025.62031 J. Econom. 111, No. 1, 85-101 (2002). MSC: 62M20 62G09 62F40 PDFBibTeX XMLCite \textit{N. Gospodinov}, J. Econom. 111, No. 1, 85--101 (2002; Zbl 1025.62031) Full Text: DOI