Herwartz, Helmut; Siedenburg, Florian A new approach to unit root testing. (English) Zbl 1200.62107 Comput. Econ. 36, No. 4, 365-384 (2010). MSC: 62M10 65C60 62P20 62G30 65C05 PDFBibTeX XMLCite \textit{H. Herwartz} and \textit{F. Siedenburg}, Comput. Econ. 36, No. 4, 365--384 (2010; Zbl 1200.62107) Full Text: DOI Link
Wu, Berlin Identification environment and robust forecasting for nonlinear time series. (English) Zbl 0789.62074 Comput. Econ. 7, No. 1, 37-53 (1994). MSC: 62M20 68T05 PDFBibTeX XMLCite \textit{B. Wu}, Comput. Econ. 7, No. 1, 37--53 (1994; Zbl 0789.62074) Full Text: DOI