Poignard, Benjamin; Fermanian, Jean-David High-dimensional penalized ARCH processes. (English) Zbl 1490.62264 Econom. Rev. 40, No. 1, 86-107 (2021). MSC: 62M10 62H12 62J07 62P05 91G10 PDFBibTeX XMLCite \textit{B. Poignard} and \textit{J.-D. Fermanian}, Econom. Rev. 40, No. 1, 86--107 (2021; Zbl 1490.62264) Full Text: DOI
Trapani, Lorenzo Testing for strict stationarity in a random coefficient autoregressive model. (English) Zbl 1480.62182 Econom. Rev. 40, No. 3, 220-256 (2021). MSC: 62M10 62G10 62P20 PDFBibTeX XMLCite \textit{L. Trapani}, Econom. Rev. 40, No. 3, 220--256 (2021; Zbl 1480.62182) Full Text: DOI arXiv Link
Kheifets, Igor L.; Saikkonen, Pentti J. Stationarity and ergodicity of vector STAR models. (English) Zbl 1490.62255 Econom. Rev. 39, No. 4, 407-414 (2020). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{I. L. Kheifets} and \textit{P. J. Saikkonen}, Econom. Rev. 39, No. 4, 407--414 (2020; Zbl 1490.62255) Full Text: DOI arXiv
Antoch, Jaromír; Hanousek, Jan; Horváth, Lajos; Hušková, Marie; Wang, Shixuan Structural breaks in panel data: large number of panels and short length time series. (English) Zbl 1490.62224 Econom. Rev. 38, No. 7, 828-855 (2019). MSC: 62M10 62M07 62F05 62P20 PDFBibTeX XMLCite \textit{J. Antoch} et al., Econom. Rev. 38, No. 7, 828--855 (2019; Zbl 1490.62224) Full Text: DOI Link
Gayer, Gabi; Lieberman, Offer; Yaffe, Omer Similarity-based model for ordered categorical data. (English) Zbl 1490.62440 Econom. Rev. 38, No. 3, 263-278 (2019). MSC: 62P20 62M10 62J02 62F12 PDFBibTeX XMLCite \textit{G. Gayer} et al., Econom. Rev. 38, No. 3, 263--278 (2019; Zbl 1490.62440) Full Text: DOI
Fernandes, Marcelo; Medeiros, Marcelo C.; Veiga, Alvaro A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model. (English) Zbl 1491.62097 Econom. Rev. 35, No. 7, 1221-1250 (2016). MSC: 62M10 62F12 60G10 62P20 PDFBibTeX XMLCite \textit{M. Fernandes} et al., Econom. Rev. 35, No. 7, 1221--1250 (2016; Zbl 1491.62097) Full Text: DOI Link
Kim, Kun Ho Inference of the trend in a partially linear model with locally stationary regressors. (English) Zbl 1491.62108 Econom. Rev. 35, No. 7, 1194-1220 (2016). MSC: 62M10 62G05 62G08 62G15 62P20 PDFBibTeX XMLCite \textit{K. H. Kim}, Econom. Rev. 35, No. 7, 1194--1220 (2016; Zbl 1491.62108) Full Text: DOI
Feng, Dingan; Song, Peter X.-K.; Wirjanto, Tony S. Time-deformation modeling of stock returns directed by duration processes. (English) Zbl 1491.62155 Econom. Rev. 34, No. 4, 480-511 (2015). MSC: 62P05 62M10 91B84 PDFBibTeX XMLCite \textit{D. Feng} et al., Econom. Rev. 34, No. 4, 480--511 (2015; Zbl 1491.62155) Full Text: DOI
Kasparis, Ioannis; Phillips, Peter C. B.; Magdalinos, Tassos Nonlinearity induced weak instrumentation. (English) Zbl 1491.62106 Econom. Rev. 33, No. 5-6, 676-712 (2014). MSC: 62M10 62J02 62P20 PDFBibTeX XMLCite \textit{I. Kasparis} et al., Econom. Rev. 33, No. 5--6, 676--712 (2014; Zbl 1491.62106) Full Text: DOI Link
Cavaliere, Giuseppe; Taylor, A. M. Robert A note on testing covariance stationarity. (English) Zbl 1482.62087 Econom. Rev. 28, No. 4, 364-371 (2009). MSC: 62M10 PDFBibTeX XMLCite \textit{G. Cavaliere} and \textit{A. M. R. Taylor}, Econom. Rev. 28, No. 4, 364--371 (2009; Zbl 1482.62087) Full Text: DOI
Xiao, Zhijie; Lima, Luiz Renato Testing covariance stationarity. (English) Zbl 1126.62085 Econom. Rev. 26, No. 6, 643-667 (2007). MSC: 62M10 65C05 62P05 62P20 62G05 PDFBibTeX XMLCite \textit{Z. Xiao} and \textit{L. R. Lima}, Econom. Rev. 26, No. 6, 643--667 (2007; Zbl 1126.62085) Full Text: DOI Link
Hlouskova, Jaroslava; Wagner, Martin The performance of panel unit root and stationarity tests: results from a large scale simulation study. (English) Zbl 1225.62118 Econom. Rev. 25, No. 1, 85-116 (2006). MSC: 62M07 65C60 62M10 PDFBibTeX XMLCite \textit{J. Hlouskova} and \textit{M. Wagner}, Econom. Rev. 25, No. 1, 85--116 (2006; Zbl 1225.62118) Full Text: DOI Link
Kurozumi, Eiji Testing for periodic stationarity. (English) Zbl 1033.62082 Econom. Rev. 21, No. 2, 243-270 (2002). MSC: 62M10 62F03 62H15 PDFBibTeX XMLCite \textit{E. Kurozumi}, Econom. Rev. 21, No. 2, 243--270 (2002; Zbl 1033.62082) Full Text: DOI
Honoré, Bo E.; Kyriazidou, Ekaterini Estimation of Tobit-type models with individual specific effects. (English) Zbl 0953.62124 Econom. Rev. 19, No. 3, 341-366 (2000). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{B. E. Honoré} and \textit{E. Kyriazidou}, Econom. Rev. 19, No. 3, 341--366 (2000; Zbl 0953.62124) Full Text: DOI
Bierens, Herman J.; Guo, Shengyi Testing stationarity and trend stationarity against the unit root hypothesis. (English) Zbl 0770.62074 Econom. Rev. 12, No. 1, 1-32 (1993). MSC: 62M10 62G10 PDFBibTeX XMLCite \textit{H. J. Bierens} and \textit{S. Guo}, Econom. Rev. 12, No. 1, 1--32 (1993; Zbl 0770.62074) Full Text: DOI