Arvanitis, Stelios; Louka, Alexandros Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model. (English) Zbl 1398.91676 Econ. Lett. 161, 135-137 (2017). MSC: 91G70 62M10 60G44 60F99 PDFBibTeX XMLCite \textit{S. Arvanitis} and \textit{A. Louka}, Econ. Lett. 161, 135--137 (2017; Zbl 1398.91676) Full Text: DOI
Damjanovic, Tatiana; Girdėnas, Šarūnas; Liu, Keqing Stationarity of econometric learning with bounded memory and a predicted state variable. (English) Zbl 1378.62142 Econ. Lett. 130, 93-96 (2015). MSC: 62P20 PDFBibTeX XMLCite \textit{T. Damjanovic} et al., Econ. Lett. 130, 93--96 (2015; Zbl 1378.62142) Full Text: DOI Link
Hassler, Uwe Persistence under temporal aggregation and differencing. (English) Zbl 1302.91169 Econ. Lett. 124, No. 2, 318-322 (2014). MSC: 91B84 PDFBibTeX XMLCite \textit{U. Hassler}, Econ. Lett. 124, No. 2, 318--322 (2014; Zbl 1302.91169) Full Text: DOI
Lee, Jin; Lee, Young Im Size improvement of the KPSS test using sieve bootstraps. (English) Zbl 1255.62135 Econ. Lett. 116, No. 3, 483-486 (2012). MSC: 62G10 62G09 65C60 PDFBibTeX XMLCite \textit{J. Lee} and \textit{Y. I. Lee}, Econ. Lett. 116, No. 3, 483--486 (2012; Zbl 1255.62135) Full Text: DOI
Hadri, Kaddour; Kurozumi, Eiji A simple panel stationarity test in the presence of serial correlation and a common factor. (English) Zbl 1242.91168 Econ. Lett. 115, No. 1, 31-34 (2012). MSC: 91B84 62M10 PDFBibTeX XMLCite \textit{K. Hadri} and \textit{E. Kurozumi}, Econ. Lett. 115, No. 1, 31--34 (2012; Zbl 1242.91168) Full Text: DOI
Hahn, Jinyong; Kuersteiner, Guido Stationarity and mixing properties of the dynamic Tobit model. (English) Zbl 1188.62364 Econ. Lett. 107, No. 2, 105-111 (2010). MSC: 62P20 62M09 PDFBibTeX XMLCite \textit{J. Hahn} and \textit{G. Kuersteiner}, Econ. Lett. 107, No. 2, 105--111 (2010; Zbl 1188.62364) Full Text: DOI
Hierro, María; Maza, Adolfo Non-stationary transition matrices: an overlooked issue in intra-distribution dynamics. (English) Zbl 1181.62194 Econ. Lett. 103, No. 2, 107-109 (2009). MSC: 62P20 91B82 PDFBibTeX XMLCite \textit{M. Hierro} and \textit{A. Maza}, Econ. Lett. 103, No. 2, 107--109 (2009; Zbl 1181.62194) Full Text: DOI
Lee, Oesook; Shin, Dong Wan Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model. (English) Zbl 1255.62265 Econ. Lett. 100, No. 1, 111-114 (2008). MSC: 62M10 PDFBibTeX XMLCite \textit{O. Lee} and \textit{D. W. Shin}, Econ. Lett. 100, No. 1, 111--114 (2008; Zbl 1255.62265) Full Text: DOI
Vougas, Dimitrios V. New exact ML estimation and inference for a Gaussian \(MA(1)\) process. (English) Zbl 1255.91371 Econ. Lett. 99, No. 1, 172-176 (2008). MSC: 91B84 91B82 PDFBibTeX XMLCite \textit{D. V. Vougas}, Econ. Lett. 99, No. 1, 172--176 (2008; Zbl 1255.91371) Full Text: DOI
Kapetanios, George Estimating deterministically time-varying variances in regression models. (English) Zbl 1255.91356 Econ. Lett. 97, No. 2, 97-104 (2007). MSC: 91B84 62J10 62F10 PDFBibTeX XMLCite \textit{G. Kapetanios}, Econ. Lett. 97, No. 2, 97--104 (2007; Zbl 1255.91356) Full Text: DOI Link
Fernandes, Marcelo; De Sá Mota, Bernardo; Rocha, Guilherme A multivariate conditional autoregressive range model. (English) Zbl 1255.62244 Econ. Lett. 86, No. 3, 435-440 (2005). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{M. Fernandes} et al., Econ. Lett. 86, No. 3, 435--440 (2005; Zbl 1255.62244) Full Text: DOI
Juhl, Ted A Lagrange multiplier stationarity test using covariates. (English) Zbl 1255.62252 Econ. Lett. 85, No. 3, 321-326 (2004). MSC: 62M10 62F03 62H12 PDFBibTeX XMLCite \textit{T. Juhl}, Econ. Lett. 85, No. 3, 321--326 (2004; Zbl 1255.62252) Full Text: DOI
Lee, Oesook; Shin, Dong Wan Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility. (English) Zbl 1254.91674 Econ. Lett. 84, No. 2, 167-173 (2004). MSC: 91B84 62M10 91B82 60G10 PDFBibTeX XMLCite \textit{O. Lee} and \textit{D. W. Shin}, Econ. Lett. 84, No. 2, 167--173 (2004; Zbl 1254.91674) Full Text: DOI
Cavaliere, Giuseppe Testing stationarity under a permanent variance shift. (English) Zbl 1254.91641 Econ. Lett. 82, No. 3, 403-408 (2004). MSC: 91B84 62J10 PDFBibTeX XMLCite \textit{G. Cavaliere}, Econ. Lett. 82, No. 3, 403--408 (2004; Zbl 1254.91641) Full Text: DOI
Caporale, Guglielmo Maria; Pittis, Nikitas; Sakellis, Panayiotis Testing for PPP: the erratic behaviour of unit root tests. (English) Zbl 1254.91569 Econ. Lett. 80, No. 2, 277-284 (2003). MSC: 91B82 62P20 PDFBibTeX XMLCite \textit{G. M. Caporale} et al., Econ. Lett. 80, No. 2, 277--284 (2003; Zbl 1254.91569) Full Text: DOI
Phillips, Peter C. B.; Jin, Sainan The KPSS test with seasonal dummies. (English) Zbl 1027.91065 Econ. Lett. 77, No. 2, 239-243 (2002). MSC: 91B82 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{S. Jin}, Econ. Lett. 77, No. 2, 239--243 (2002; Zbl 1027.91065) Full Text: DOI
Ahamada, Ibrahim Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density. (English) Zbl 1027.91036 Econ. Lett. 77, No. 2, 177-186 (2002). MSC: 91B28 91B82 PDFBibTeX XMLCite \textit{I. Ahamada}, Econ. Lett. 77, No. 2, 177--186 (2002; Zbl 1027.91036) Full Text: DOI
Lee, Oesook; Shin, Dong Wan A note on stationarity of the MTAR process on the boundary of the stationarity region. (English) Zbl 0993.60033 Econ. Lett. 73, No. 3, 263-268 (2001). MSC: 60G10 62M10 PDFBibTeX XMLCite \textit{O. Lee} and \textit{D. W. Shin}, Econ. Lett. 73, No. 3, 263--268 (2001; Zbl 0993.60033) Full Text: DOI
Xiao, Zhijie A residual based test for the null hypothesis of cointegration. (English) Zbl 1050.62529 Econ. Lett. 64, No. 2, 133-141 (1999). MSC: 62G10 62G05 62M10 62P20 PDFBibTeX XMLCite \textit{Z. Xiao}, Econ. Lett. 64, No. 2, 133--141 (1999; Zbl 1050.62529) Full Text: DOI
Kugler, Peter Price level trend-stationarity and the instruments and targets of monetary policy: An empirical note. (English) Zbl 0916.90022 Econ. Lett. 63, No. 1, 97-101 (1999). MSC: 91B28 91B82 PDFBibTeX XMLCite \textit{P. Kugler}, Econ. Lett. 63, No. 1, 97--101 (1999; Zbl 0916.90022) Full Text: DOI
Casals, José; Sotoca, Sonia Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs. (English) Zbl 0903.90020 Econ. Lett. 57, No. 3, 261-267 (1997). MSC: 91B62 91B82 PDFBibTeX XMLCite \textit{J. Casals} and \textit{S. Sotoca}, Econ. Lett. 57, No. 3, 261--267 (1997; Zbl 0903.90020) Full Text: DOI
Lee, Junsoo; Huang, Cliff J.; Shin, Yongcheol On stationary tests in the presence of structural breaks. (English) Zbl 0899.90058 Econ. Lett. 55, No. 2, 165-172 (1997). MSC: 91B84 62P20 PDFBibTeX XMLCite \textit{J. Lee} et al., Econ. Lett. 55, No. 2, 165--172 (1997; Zbl 0899.90058) Full Text: DOI
Wu, Jyh-Lin; Chen, Show-Lin Can nominal exchange rates be differenced to stationarity? (English) Zbl 0897.90070 Econ. Lett. 55, No. 3, 397-402 (1997). MSC: 91B84 PDFBibTeX XMLCite \textit{J.-L. Wu} and \textit{S.-L. Chen}, Econ. Lett. 55, No. 3, 397--402 (1997; Zbl 0897.90070) Full Text: DOI
Chambers, Marcus J. Fractional integration, trend stationarity and difference stationarity. (English) Zbl 0900.90184 Econ. Lett. 50, No. 1, 19-24 (1996). MSC: 91B84 PDFBibTeX XMLCite \textit{M. J. Chambers}, Econ. Lett. 50, No. 1, 19--24 (1996; Zbl 0900.90184) Full Text: DOI
Dehay, Dominique; Leśkow, Jacek Testing stationarity for stock market data. (English) Zbl 0875.90175 Econ. Lett. 50, No. 2, 205-212 (1996). MSC: 91B82 91B84 PDFBibTeX XMLCite \textit{D. Dehay} and \textit{J. Leśkow}, Econ. Lett. 50, No. 2, 205--212 (1996; Zbl 0875.90175) Full Text: DOI
Lee, Junsoo On the power of stationarity tests using optimal bandwidth estimates. (English) Zbl 0875.90184 Econ. Lett. 51, No. 2, 131-137 (1996). MSC: 91B82 62P20 PDFBibTeX XMLCite \textit{J. Lee}, Econ. Lett. 51, No. 2, 131--137 (1996; Zbl 0875.90184) Full Text: DOI
Schmidt, Peter Some results on testing for stationarity using data detrended in differences. (English) Zbl 0798.62106 Econ. Lett. 41, No. 1, 1-6 (1993). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{P. Schmidt}, Econ. Lett. 41, No. 1, 1--6 (1993; Zbl 0798.62106) Full Text: DOI