Wang, Xi; Chen, Songnian Semiparametric estimation of generalized transformation panel data models with nonstationary error. (English) Zbl 07546379 Econom. J. 23, No. 3, 386-402 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Wang} and \textit{S. Chen}, Econom. J. 23, No. 3, 386--402 (2020; Zbl 07546379) Full Text: DOI
Han, Heejoon; Zhang, Shen Non-stationary non-parametric volatility model. (English) Zbl 1521.62192 Econom. J. 15, No. 2, 204-225 (2012). MSC: 62P05 62G07 62M10 PDFBibTeX XMLCite \textit{H. Han} and \textit{S. Zhang}, Econom. J. 15, No. 2, 204--225 (2012; Zbl 1521.62192) Full Text: DOI
Phillips, Peter C. B.; Su, Liangjun Non-parametric regression under location shifts. (English) Zbl 1284.62265 Econom. J. 14, No. 3, 457-486 (2011). MSC: 62G08 62G20 91B82 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{L. Su}, Econom. J. 14, No. 3, 457--486 (2011; Zbl 1284.62265) Full Text: DOI
Li, Degui; Chen, Jia; Gao, Jiti Non-parametric time-varying coefficient panel data models with fixed effects. (English) Zbl 1284.62222 Econom. J. 14, No. 3, 387-408 (2011). MSC: 62G05 62G08 62G20 91B84 PDFBibTeX XMLCite \textit{D. Li} et al., Econom. J. 14, No. 3, 387--408 (2011; Zbl 1284.62222) Full Text: DOI
Liu, Ji-Chun Stationarity of a family of GARCH processes. (English) Zbl 1178.62102 Econom. J. 12, No. 3, 436-446 (2009). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{J.-C. Liu}, Econom. J. 12, No. 3, 436--446 (2009; Zbl 1178.62102) Full Text: DOI
Shin, Yongcheol; Snell, Andy Mean group tests for stationarity in heterogeneous panels. (English) Zbl 1088.62106 Econom. J. 9, No. 1, 123-158 (2006). MSC: 62M10 65C05 62F03 62L10 PDFBibTeX XMLCite \textit{Y. Shin} and \textit{A. Snell}, Econom. J. 9, No. 1, 123--158 (2006; Zbl 1088.62106) Full Text: DOI
Hadri, Kaddour; Larsson, Rolf Testing for stationary in heterogeneous panel data where the time dimension is finite. (English) Zbl 1076.62117 Econom. J. 8, No. 1, 55-69 (2005). MSC: 62P20 62E20 62M10 62F03 65C05 PDFBibTeX XMLCite \textit{K. Hadri} and \textit{R. Larsson}, Econom. J. 8, No. 1, 55--69 (2005; Zbl 1076.62117) Full Text: DOI
Lanne, Markku; Saikkonen, Pentti Non-linear GARCH models for highly persistent volatility. (English) Zbl 1095.91046 Econom. J. 8, No. 2, 251-276 (2005). MSC: 91B84 91B82 PDFBibTeX XMLCite \textit{M. Lanne} and \textit{P. Saikkonen}, Econom. J. 8, No. 2, 251--276 (2005; Zbl 1095.91046) Full Text: DOI
Carrion-i-Silvestre, Josep Lluís; del Barrio-Castro, Tomás; López-Bazo, Enrique Breaking the panels: an application to the GDP per capita. (English) Zbl 1073.62114 Econom. J. 8, No. 2, 159-175 (2005). MSC: 62P20 62M10 91B84 62E20 PDFBibTeX XMLCite \textit{J. L. Carrion-i-Silvestre} et al., Econom. J. 8, No. 2, 159--175 (2005; Zbl 1073.62114) Full Text: DOI
Clements, Michael P.; Hendry, David F. Forecasting with difference-stationary and trend-stationary models. (English) Zbl 1004.62074 Econom. J. 4, No. 1, S 1-S 19 (2001). MSC: 62M20 PDFBibTeX XMLCite \textit{M. P. Clements} and \textit{D. F. Hendry}, Econom. J. 4, No. 1, S\, 1-S\, 19 (2001; Zbl 1004.62074) Full Text: DOI
Leybourne, Stephen J.; Newbold, Paul Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis. (English) Zbl 0965.62074 Econom. J. 3, No. 1, 1-15 (2000). MSC: 62M10 62F03 62E20 PDFBibTeX XMLCite \textit{S. J. Leybourne} and \textit{P. Newbold}, Econom. J. 3, No. 1, 1--15 (2000; Zbl 0965.62074) Full Text: DOI