Wang, Xiaochang; Feng, Shui; Guo, Yiping; Rémillard, Bruno N. Large deviations for the Yule-Walker estimator of near critical autoregressive processes. (English) Zbl 07913925 Stat. Probab. Lett. 214, Article ID 110196, 8 p. (2024). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Reichold, Karsten A residual-based nonparametric variance ratio no-cointegration test. (English) Zbl 07912370 J. Time Ser. Anal. 45, No. 5, 847-856 (2024). MSC: 62Mxx 62H15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Mei, Ziwei; Shi, Zhentao On LASSO for high dimensional predictive regression. (English) Zbl 07908577 J. Econom. 242, No. 2, Article ID 105809, 19 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tas, Cigdem Kosar; Guler, Hüseyin Determining seasonal unit roots with bridge estimator: Monte Carlo evidence and an application to convergence hypothesis. (English) Zbl 07887785 Commun. Stat., Theory Methods 53, No. 16, 5721-5743 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Miao, Yu; Yin, Qing Cramér’s moderate deviations for the LS estimator of the autoregressive processes in the neighborhood of the unit root. (English) Zbl 1541.62229 Stat. Probab. Lett. 209, Article ID 110093, 8 p. (2024). MSC: 62M10 60F10 × Cite Format Result Cite Review PDF Full Text: DOI
Bykhovskaya, Anna; Duffy, James A. The local to unity dynamic Tobit model. (English) Zbl 07863979 J. Econom. 241, No. 2, Article ID 105764, 26 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Xiaochen; Tang, Xiaolong; Song, Yuping Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance. (English) Zbl 07859000 Commun. Stat., Theory Methods 53, No. 9, 3169-3186 (2024). MSC: 62M10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Gopalakrishna, Chaitanya A note on iterated maps of the unit sphere. (English) Zbl 1536.39009 Aequationes Math. 98, No. 2, 503-507 (2024). Reviewer: Mohammad Sajid (Buraydah) MSC: 39B12 37B02 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lui, Yiu Lim; Phillips, Peter C. B.; Yu, Jun Robust testing for explosive behavior with strongly dependent errors. (English) Zbl 07803965 J. Econom. 238, No. 2, Article ID 105626, 25 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Xiaohu; Yu, Jun Bubble testing under polynomial trends. (English) Zbl 07862880 Econom. J. 26, No. 1, 25-44 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Mravak, Ivana A Monte Carlo study on the size and power of panel unit root tests: limitations in small data sets. (English) Zbl 07824394 Croat. Oper. Res. Rev. (CRORR) 14, No. 2, 125-135 (2023). MSC: 62M10 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Badreau, Marie; Proïa, Frédéric Consistency and asymptotic normality in a class of nearly unstable processes. (English) Zbl 07800325 Stat. Inference Stoch. Process. 26, No. 3, 619-641 (2023). MSC: 62M10 62F12 60G52 60G10 60G42 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cavicchioli, Maddalena Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends. (English) Zbl 1529.62071 Stochastics 95, No. 8, 1488-1509 (2023). MSC: 62M10 62M05 62H12 62E20 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Liping; Zhang, Hao Unit roots of the unit root \(L\)-functions of Kloosterman family. (English) Zbl 07761943 Finite Fields Appl. 92, Article ID 102293, 19 p. (2023). MSC: 11T23 11S40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu, Xiao Hui; Fan, Ya Wen; Liu, Yu Zi; Luo, Shi Hua A unit root test for an AR(1) process with AR errors by using random weighted bootstrap. (English) Zbl 07753785 Acta Math. Sin., Engl. Ser. 39, No. 9, 1834-1854 (2023). MSC: 62F03 62F40 62F86 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Bingduo; Liu, Xiaohui; Long, Wei; Peng, Liang A unified unit root test regardless of intercept. (English) Zbl 07739039 Econom. Rev. 42, No. 6, 540-555 (2023). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Zheng, Yao; Wu, Jianhong; Li, Wai Keung; Li, Guodong Least absolute deviations estimation for nonstationary vector autoregressive time series models with pure unit roots. (English) Zbl 07738970 Stat. Interface 16, No. 2, 199-216 (2023). MSC: 62-XX 62F40 62H15 91B84 62F35 × Cite Format Result Cite Review PDF Full Text: DOI
Clements, Kenneth W.; Si, Jiawei; Vo, Hai Long The law of one food price. (English) Zbl 1521.91117 Open Econ. Rev. 34, No. 1, 195-216 (2023). MSC: 91B24 × Cite Format Result Cite Review PDF Full Text: DOI
Huang, An; Lian, Bong; Yau, Shing-Tung; Yu, Chenglong Hasse-Witt matrices, unit roots and period integrals. (English) Zbl 1527.14052 Math. Ann. 387, No. 1-2, 145-173 (2023). Reviewer: Noriko Yui (Kingston) MSC: 14G10 11G25 14D07 14J33 14M25 32G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kurozumi, Eiji; Skrobotov, Anton On the asymptotic behavior of bubble date estimators. (English) Zbl 07731482 J. Time Ser. Anal. 44, No. 4, 359-373 (2023). MSC: 62Mxx 62F10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Sabzikar, Farzad; Kokoszka, Piotr Tempered functional time series. (English) Zbl 07731474 J. Time Ser. Anal. 44, No. 3, 280-293 (2023). MSC: 62Mxx 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Ma, Nannan; Sang, Hailin; Yang, Guangyu Least absolute deviation estimation for AR(1) processes with roots close to unity. (English) Zbl 07730408 Ann. Inst. Stat. Math. 75, No. 5, 799-832 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Skrobotov, Anton Likelihood ratio test for change in persistence. (English) Zbl 07720137 Commun. Stat., Theory Methods 52, No. 17, 5952-5965 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Nazlioglu, Saban; Lee, Junsoo; Tieslau, Margie; Karul, Cagin; You, Yu Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare. (English) Zbl 07716491 Econom. Rev. 42, No. 1, 78-97 (2023). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Herwartz, Helmut; Maxand, Simone; Walle, Yabibal M. Forward detrending for heteroskedasticity-robust panel unit root testing. (English) Zbl 07716489 Econom. Rev. 42, No. 1, 28-53 (2023). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Göğebakan, Kemal Çağlar; Eroğlu, Burak Alparslan Bounded unit root processes with non-stationary volatility. (English) Zbl 07713861 Commun. Stat., Simulation Comput. 52, No. 4, 1245-1263 (2023). MSC: 62G20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Fu, Ke-Ang; Li, Jie On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations. (English) Zbl 07713484 Commun. Stat., Simulation Comput. 52, No. 2, 309-319 (2023). MSC: 62F40 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Caravello, Tomas E.; Psaradakis, Zacharias; Sola, Martin Rational bubbles: too many to be true? (English) Zbl 07708387 J. Econ. Dyn. Control 151, Article ID 104666, 27 p. (2023). MSC: 62-XX 91G15 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Xinghui; Geng, Wenjing; Han, Ruidong; Xu, Qifa Asymptotic properties of the M-estimation for an AR(1) process with a general autoregressive coefficient. (English) Zbl 1524.62455 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 40, 23 p. (2023). MSC: 62M10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Skrobotov, Anton Testing for explosive bubbles: a review. (English) Zbl 1514.62173 Depend. Model. 11, Article ID 20220152, 26 p. (2023). MSC: 62M10 62F03 62P20 91B84 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
She, Rui Tests of unit root hypothesis with heavy-tailed heteroscedastic noises. (English) Zbl 07688208 Stat. Sin. 33, No. 1, 215-236 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Nagakura, Daisuke Testing for random coefficient autoregressive and stochastic unit root models. (English) Zbl 07681763 Stud. Nonlinear Dyn. Econom. 27, No. 1, 117-129 (2023). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Im, Kyung So; Pesaran, M. Hashem; Shin, Yongcheol Reflections on “Testing for unit roots in heterogeneous panels”. (English) Zbl 07674643 J. Econom. 234, Suppl., 111-114 (2023). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Silveira, A. G.; Mattos, V. L. D.; Nakamura, L. R.; Amaral, M. C.; Konrath, A. C.; Bornia, A. C. Analysis of \(p\)-value determined using the \(\tau\)-statistic in the application of the augmented Dickey-Fuller test. (Análise do valor-\(p\) determinado pela estatística \(\tau\) na aplicação do teste de Dickey-Fuller aumentado.) (Portuguese. English summary) Zbl 1525.62039 Trends Comput. Appl. Math. 23, No. 2, 283-298 (2022). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: Link
Liao, Guili; Liu, Qimeng; Zhang, Rongmao; Zhang, Shifang Rank test of unit-root hypothesis with AR-GARCH errors. (English) Zbl 07730962 J. Time Ser. Anal. 43, No. 5, 695-719 (2022). MSC: 62Mxx 62M10 62E20 60F17 × Cite Format Result Cite Review PDF Full Text: DOI
Gogebakan, Kemal Caglar A family of nonparametric unit root tests for processes driven by infinite variance innovations. (English) Zbl 07681754 Stud. Nonlinear Dyn. Econom. 26, No. 5, 705-721 (2022). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Gogebakan, Kemal Caglar Rescaled variance tests for seasonal stationarity. (English) Zbl 07681747 Stud. Nonlinear Dyn. Econom. 26, No. 4, 617-633 (2022). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Murasawa, Yasutomo Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration. (English) Zbl 07679723 Stud. Nonlinear Dyn. Econom. 26, No. 3, 387-415 (2022). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Jaiswal, Shivam; Chaturvedi, Anoop; Bhatti, Muhammad Ishaq Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries. (English) Zbl 07679704 Stud. Nonlinear Dyn. Econom. 26, No. 1, 25-34 (2022). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Göğebakan, Kemal Çağlar; Eroglu, Burak Alparslan Non-parametric seasonal unit root tests under periodic non-stationary volatility. (English) Zbl 1505.62162 Comput. Stat. 37, No. 5, 2581-2636 (2022). MSC: 62-08 62M10 62M07 62G10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Zhedanov, Alexei Ramanujan’s trigonometric sums and orthogonal polynomials on the unit circle. (English) Zbl 1507.33009 Ramanujan J. 59, No. 4, 993-1006 (2022). Reviewer: Valery V. Karachik (Chelyabinsk) MSC: 33C47 11C08 42C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lin, Fuming; Shi, Daimin A new method of testing for a unit root in the INAR(1) model based on variances. (English) Zbl 07603850 Commun. Stat., Simulation Comput. 51, No. 10, 5915-5932 (2022). MSC: 62M10 60J80 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, Jisheng; Wei, Jinbao; Cai, Biqing Quantile unit root inference for panel data with common shocks. (English) Zbl 1496.62159 Econ. Lett. 219, Article ID 110809, 4 p. (2022). MSC: 62M10 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Jiang, Hui; Wan, Yilong; Yang, Guangyu Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process. (English) Zbl 1498.60109 Bernoulli 28, No. 4, 2634-2662 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F10 60G42 62F05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Beukers, Frits; Delaygue, Eric Some supercongruences of arbitrary length. (English) Zbl 1517.11002 Indag. Math., New Ser. 33, No. 5, 946-955 (2022). MSC: 11A07 33C05 11B65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Westerlund, Joakim; Norkutė, Milda; Stauskas, Ovidijus The factor analytical approach in trending near unit root panels. (English) Zbl 07569205 J. Time Ser. Anal. 43, No. 3, 501-508 (2022). MSC: 62Mxx 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Rong-mao; Liu, Qi-meng; Shi, Jian-hua Nearly nonstationary processes under infinite variance GARCH noises. (English) Zbl 1513.62186 Appl. Math., Ser. B (Engl. Ed.) 37, No. 2, 246-257 (2022). MSC: 62M10 62E20 60F17 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Li, Deyuan; Ling, Chen; Liu, Qing; Peng, Liang Inference for the Lee-Carter model with an AR(2) process. (English) Zbl 1493.62587 Methodol. Comput. Appl. Probab. 24, No. 2, 991-1019 (2022). MSC: 62P05 62M10 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Güriş, Selahattin; Güriş, Burak GLS detrending in nonlinear unit root test. (English) Zbl 1524.62429 Commun. Stat., Simulation Comput. 51, No. 3, 1096-1102 (2022). MSC: 62M10 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Du, Lingjie; Pang, Tianxiao Asymptotic theory for a stochastic unit root model. (English) Zbl 07533616 Commun. Stat., Theory Methods 51, No. 5, 1461-1487 (2022). MSC: 60F05 62F12 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Kramer-Miller, Joe The monodromy of unit-root \(F\)-isocrystals with geometric origin. (English) Zbl 1502.14052 Compos. Math. 158, No. 2, 334-365 (2022). Reviewer: Daxin Xu (Beijing) MSC: 14F30 11G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan; Sun, Jiajing A score statistic for testing the presence of a stochastic trend in conditional variances. (English) Zbl 1490.62215 Econ. Lett. 213, Article ID 110394, 6 p. (2022). MSC: 62M07 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Xiaohong; Xiao, Zhijie; Wang, Bo Copula-based time series with filtered nonstationarity. (English) Zbl 1539.62337 J. Econom. 228, No. 1, 127-155 (2022). MSC: 62P20 62M10 62H05 62H12 91B84 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lieberman, Offer; Phillips, Peter C. B. Understanding temporal aggregation effects on kurtosis in financial indices. (English) Zbl 07491147 J. Econom. 227, No. 1, 25-46 (2022). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Zhou, Mo; Ma, Yaolan; Zhang, Rongmao Portmanteau-type test for unit root with heavy-tailed noise. (English) Zbl 1480.62184 J. Stat. Plann. Inference 218, 25-42 (2022). MSC: 62M10 62G10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Ginker, Tim; Lieberman, Offer LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices. (English) Zbl 07546386 Econom. J. 24, No. 1, 58-82 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ferrer-Pérez, Hugo; Ayuda, María-Isabel; Aznar, Antonio The sensitivity of unit root tests to the initial condition and to the lag length selection: a Monte Carlo simulation study. (English) Zbl 1489.62274 Commun. Stat., Simulation Comput. 50, No. 4, 1062-1072 (2021). MSC: 62M10 62M07 × Cite Format Result Cite Review PDF Full Text: DOI
Hepsag, Aycan A unit root test based on smooth transitions and nonlinear adjustment. (English) Zbl 1489.62278 Commun. Stat., Simulation Comput. 50, No. 3, 625-632 (2021). MSC: 62M10 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Pang, Tianxiao; Chong, Terence Tai-Leung; Zhang, Danna Non identification of structural change in non stationary AR(1) models. (English) Zbl 07531804 Commun. Stat., Theory Methods 50, No. 18, 4145-4166 (2021). MSC: 60F05 62F12 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Baragona, Roberto; Battaglia, Francesco; Cucina, Domenico Periodic autoregressive models for time series with integrated seasonality. (English) Zbl 07493321 J. Stat. Comput. Simulation 91, No. 4, 694-712 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ero\~{g}lu, Burak A.; Yıldırım, Selim On the performance of the variance ratio unit root tests with flexible Fourier form. (English) Zbl 1521.62309 J. Appl. Stat. 48, No. 13-15, 2560-2579 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Gil-Alana, Luis A.; Yaya, OlaOluwa S. Testing fractional unit roots with non-linear smooth break approximations using Fourier functions. (English) Zbl 1521.62331 J. Appl. Stat. 48, No. 13-15, 2542-2559 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
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 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Xu, Cheng; Pang, Tianxiao Composite quantile autoregression inference for the unit root model. (Chinese. English summary) Zbl 1488.62141 Appl. Math., Ser. A (Chin. Ed.) 36, No. 2, 127-147 (2021). MSC: 62M10 62G08 62G20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Qi-meng; Liao, Gui-li; Zhang, Rong-mao Quantile inference for nonstationary processes with infinite variance innovations. (English) Zbl 1488.62132 Appl. Math., Ser. B (Engl. Ed.) 36, No. 3, 443-461 (2021). MSC: 62M07 62F03 62F05 62F12 62E20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Gong, Dao; Liu, Guangyu; Zhou, Jinsong Research on mechanism and control methods of carbody chattering of an electric multiple-unit train. (English) Zbl 1483.70045 Multibody Syst. Dyn. 53, No. 2, 135-172 (2021). MSC: 70Q05 × Cite Format Result Cite Review PDF Full Text: DOI
Du, Lingjie; Pang, Tianxiao Asymptotic theory for a stochastic unit root model with intercept and under mis-specification of intercept. (English) Zbl 1477.62062 Methodol. Comput. Appl. Probab. 23, No. 3, 767-799 (2021). MSC: 62F12 62M10 62M07 60G50 × Cite Format Result Cite Review PDF Full Text: DOI
Qin, Ruibing; Luo, Xinxin; Yang, Wei Wilcoxon rank test for change in persistence. (English) Zbl 1477.62227 Statistics 55, No. 3, 514-531 (2021). MSC: 62M07 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Clinet, Simon; Potiron, Yoann Cointegration in high frequency data. (English) Zbl 1472.62134 Electron. J. Stat. 15, No. 1, 1263-1327 (2021). MSC: 62M10 62M07 60G48 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert Simple tests for stock return predictability with good size and power properties. (English) Zbl 07376514 J. Econom. 224, No. 1, 198-214 (2021). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Westerlund, Joakim; Nordström, Marcus Breaks in persistence in fixed-\(T\) panel data. (English) Zbl 1469.62206 Econ. Lett. 205, Article ID 109958, 3 p. (2021). MSC: 62D20 62M10 62G10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Wang, Shaoping; Li, Yanglin; Wen, Kuangyu Recursive adjusted unit root tests under non-stationary volatility. (English) Zbl 1469.62329 Econ. Lett. 205, Article ID 109941, 5 p. (2021). MSC: 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Duffy, James A.; Kasparis, Ioannis Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes. (English) Zbl 1471.62314 Ann. Stat. 49, No. 2, 1195-1217 (2021). Reviewer: Dimitrios Bagkavos (Ioannina) MSC: 62G07 62G08 62M07 62M10 60G22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Otto, Sven Unit root testing with slowly varying trends. (English) Zbl 1468.62344 J. Time Ser. Anal. 42, No. 1, 85-106 (2021). MSC: 62M10 62M07 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Juodis, Artūras; Poldermans, Rutger W. Backward mean transformation in unit root panel data models. (English) Zbl 1462.62078 Econ. Lett. 201, Article ID 109780, 5 p. (2021). MSC: 62D20 62M07 62M20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
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 × Cite Format Result Cite Review PDF Full Text: DOI
Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors. (English) Zbl 1471.62519 J. Econom. 221, No. 2, 455-482 (2021). MSC: 62P20 62M10 62H25 91B84 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tu, Yundong; Chan, Nigel; Wang, Qiying Testing for a unit root with nonstationary nonlinear heteroskedasticity. (English) Zbl 1490.62280 Econom. Rev. 39, No. 9, 904-929 (2020). MSC: 62M10 62M07 62E20 60F17 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Pang, Yingying; Chen, Zhenlong; Zheng, Changmei; Zhang, Qiaoyan The unit root test of ESTAR-GARCH model. (Chinese. English summary) Zbl 1474.62314 Chin. J. Appl. Probab. Stat. 36, No. 5, 441-452 (2020). MSC: 62M10 62M07 × Cite Format Result Cite Review PDF Full Text: DOI
Gluschenko, Konstantin Nonlinear models of convergence. (English) Zbl 1458.91165 Kochetov, Yury (ed.) et al., Mathematical optimization theory and operations research. 19th international conference, MOTOR 2020, Novosibirsk, Russia, July 6–10, 2020. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1275, 207-215 (2020). MSC: 91B82 91B84 × Cite Format Result Cite Review PDF Full Text: DOI Link
Lin, Yingqian; Tu, Yundong Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root. (English) Zbl 1464.62387 J. Econom. 219, No. 1, 52-65 (2020). MSC: 62M10 62E20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Harris, David; Kew, Hsein; Taylor, A. M. Robert Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem. (English) Zbl 1464.62385 J. Econom. 219, No. 2, 354-388 (2020). MSC: 62M10 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Bykhovskaya, Anna; Phillips, Peter C. B. Point optimal testing with roots that are functionally local to unity. (English) Zbl 1464.62375 J. Econom. 219, No. 2, 231-259 (2020). MSC: 62M10 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Alqahtani, Abdullah; Martinez, Miguel US economic policy uncertainty and GCC stock market. (English) Zbl 1454.91240 Asia-Pac. Financ. Mark. 27, No. 3, 415-425 (2020). MSC: 91G15 × Cite Format Result Cite Review PDF Full Text: DOI
Kumar, Ashok; Kumar, Jitendra; Agiwal, Varun Bayesian computation and analysis of C-PAR(1) time series model with structural break. (English) Zbl 1454.62266 Thail. Stat. 18, No. 2, 150-164 (2020). MSC: 62M10 62M07 62F15 62D20 × Cite Format Result Cite Review PDF Full Text: Link
Kejriwal, Mohitosh; Yu, Xuewen; Perron, Pierre Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (English) Zbl 1452.91238 J. Time Ser. Anal. 41, No. 5, 676-690 (2020). MSC: 91B84 62F40 × Cite Format Result Cite Review PDF Full Text: DOI
Chapoton, Frédéric; Han, Guo-Niu On the roots of the Poupard and Kreweras polynomials. (English) Zbl 1448.26020 Mosc. J. Comb. Number Theory 9, No. 2, 163-172 (2020). Reviewer: Piroska Lakatos (Debrecen) MSC: 26C10 11B68 11B83 39A70 47B39 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Duffy, James A. Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests. (English) Zbl 1447.62035 Econom. Theory 36, No. 4, 559-582 (2020). MSC: 62G07 62G20 62G10 62M07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Emirmahmutoglu, Furkan; Gupta, Rangan; Miller, Stephen M.; Omay, Tolga Is real per capita state personal income stationary? New nonlinear, asymmetric panel-data evidence. (English) Zbl 1440.91031 Bull. Econ. Res. 72, No. 1, 50-62 (2020). MSC: 91B82 × Cite Format Result Cite Review PDF Full Text: DOI Link
Aurélie, Lalanne; Martin, Zumpe From Gibrat’s law to Zipf’s law through cointegration? (English) Zbl 1442.91059 Econ. Lett. 192, Article ID 109211, 2 p. (2020). MSC: 91B62 91D10 × Cite Format Result Cite Review PDF Full Text: DOI
Nazlioglu, Saban; Lee, Junsoo Response surface estimates of the LM unit root tests. (English) Zbl 1443.62233 Econ. Lett. 192, Article ID 109136, 3 p. (2020). MSC: 62M07 62K20 × Cite Format Result Cite Review PDF Full Text: DOI
Marsh, Patrick Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends. (English) Zbl 1442.62043 J. Time Ser. Anal. 41, No. 1, 146-153 (2020). MSC: 62F03 62F05 62E15 62E20 62M07 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chambers, Marcus J.; Taylor, A. M. Robert Deterministic parameter change models in continuous and discrete time. (English) Zbl 1444.62100 J. Time Ser. Anal. 41, No. 1, 134-145 (2020). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M10 62M07 × Cite Format Result Cite Review PDF Full Text: DOI Link
Grabowski, Daniel; Staszewska-Bystrova, Anna; Winker, Peter Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions. (English) Zbl 1437.62117 AStA, Adv. Stat. Anal. 104, No. 1, 5-32 (2020). MSC: 62F25 62F40 62M07 × Cite Format Result Cite Review PDF Full Text: DOI Link
Proïa, Frédéric Moderate deviations in a class of stable but nearly unstable processes. (English) Zbl 1434.60095 J. Stat. Plann. Inference 208, 66-81 (2020). MSC: 60F10 62M10 62G05 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sabzikar, Farzad; Wang, Qiying; Phillips, Peter C. B. Asymptotic theory for near integrated processes driven by tempered linear processes. (English) Zbl 1456.62215 J. Econom. 216, No. 1, 192-202 (2020). MSC: 62M10 62P20 60G22 60F05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Harvey, David I.; Leybourne, Stephen J.; Zu, Yang Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility. (English) Zbl 1436.62402 Econom. Theory 36, No. 1, 122-169 (2020). MSC: 62M07 62P05 62G10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Lieberman, Offer; Phillips, Peter C. B. Hybrid stochastic local unit roots. (English) Zbl 1456.62206 J. Econom. 215, No. 1, 257-285 (2020). MSC: 62M10 62P05 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Phillips, Peter C. B.; Leirvik, Thomas; Storelvmo, Trude Econometric estimates of Earth’s transient climate sensitivity. (English) Zbl 1456.62264 J. Econom. 214, No. 1, 6-32 (2020). MSC: 62P12 62M10 62P20 86A08 × Cite Format Result Cite Review PDF Full Text: DOI Link
Güriş, Burak A new nonlinear unit root test with Fourier function. (English) Zbl 07552605 Commun. Stat., Simulation Comput. 48, No. 10, 3056-3062 (2019). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link