Seo, Won-Ki Functional principal component analysis for cointegrated functional time series. (English) Zbl 07804899 J. Time Ser. Anal. 45, No. 2, 320-330 (2024). MSC: 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Salinari, Giambattista; De Santis, Gustavo Trends and random walks in mortality series. (English) Zbl 07921417 Brentari, Eugenio (ed.) et al., Models for data analysis. SIS 2018. Selected papers based on the presentations at the 49th scientific meeting of the Italian Statistical Society, Palermo, Italy, June 20–22, 2018. Cham: Springer. Springer Proc. Math. Stat. 402, 269-281 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Chan, Heng Huat; Chan, Song Heng An amazing identity of Gauss and Jenkins’ lemma. (English) Zbl 1533.11147 Bull. Aust. Math. Soc. 108, No. 1, 86-98 (2023). Reviewer: Alexey Ustinov (Khabarovsk) MSC: 11L05 11A07 11A15 × 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
Im, Kyung So; Pesaran, M. Hashem; Shin, Yongcheol Reprint of: Testing for unit roots in heterogeneous panels. (English) Zbl 07674638 J. Econom. 234, Suppl., 56-69 (2023). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
McElroy, Tucker S.; Jach, Agnieszka Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density. (English) Zbl 07602495 Comput. Stat. Data Anal. 177, Article ID 107580, 13 p. (2023). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Eroğlu, Burak Alparslan; Pehlivan, Ayşe Özgür Regulated seasonal unit root process. (English) Zbl 07679722 Stud. Nonlinear Dyn. Econom. 26, No. 3, 361-385 (2022). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Martínez, Federico N. Symmetric functions and spherical \(t\)-designs in \(\mathbb{R}^2\). (English) Zbl 1504.05047 Des. Codes Cryptography 90, No. 11, 2563-2581 (2022). MSC: 05B30 05E05 × Cite Format Result Cite Review PDF Full Text: DOI
Castillo, John H.; Mainguez, Jhony Fernando Caranguay The set of \(k\)-units modulo \(n\). (English) Zbl 1512.11001 Involve 15, No. 3, 367-378 (2022). Reviewer: Antonio M. Oller Marcén (Zaragoza) MSC: 11A05 11A07 11A15 16U60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wei, Yangjiang; Su, Huadong; Liang, Linhua Unit group structure of the quotient ring of a quadratic ring. (English) Zbl 1510.11154 J. Algebra Appl. 21, No. 12, Article ID 2350010, 31 p. (2022). Reviewer: Peter Danchev (Sofia) MSC: 11R11 16U60 11R04 11A07 × Cite Format Result Cite Review PDF Full Text: DOI
Varchenko, Alexander [Sperber, Steven] Notes on solutions of KZ equations modulo \(p^s\) and \(p\)-adic limit \(s\to\infty\). (English) Zbl 1497.13020 Koelink, Erik (ed.) et al., Hypergeometry, integrability and Lie theory. Virtual conference, Lorentz Center, Leiden, the Netherlands, December 7–11, 2020. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 780, 309-347 (2022). MSC: 13A35 11G25 14G10 33C60 32G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
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
Gallardo, L. H. Ryser’s conjecture under linear constraints. (English) Zbl 1497.11266 Algebra Discrete Math. 33, No. 1, 30-37 (2022). Reviewer: Roksana Słowik (Gliwice) MSC: 11R18 15B34 11A07 × Cite Format Result Cite Review PDF Full Text: Link
Lee, Jin Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy. (English) Zbl 07532307 Commun. Stat., Theory Methods 51, No. 3, 840-851 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Gallardo, Luis Abelian subgroup of \(O_4(Q)\) related to Ryser’s conjecture. (English) Zbl 1490.15047 Gulf J. Math. 12, No. 1, 56-61 (2022). Reviewer: Francesco Battistoni (Milano) MSC: 15B34 15B05 11R18 20K27 20K01 × Cite Format Result Cite Review PDF Full Text: Link
Hsu, Shih-Hsun Disentangling the source of non-stationarity in a panel of seasonal data. (English) Zbl 07676033 Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180075, 18 p. (2021). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Camarero, Mariam; Muñoz, Alejandro; Tamarit, Cecilio 50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle. (English) Zbl 1485.91148 Open Econ. Rev. 32, No. 5, 867-905 (2021). MSC: 91B64 62P20 × Cite Format Result Cite Review PDF Full Text: DOI OA License
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
Ali, Abdul Aziz; Månsson, Kristofer; Shukur, Ghazi A wavelet-based variance ratio unit root test for a system of equations. (English) Zbl 07675526 Stud. Nonlinear Dyn. Econom. 24, No. 3, Article ID 20180005, 16 p. (2020). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Kyriazi, Foteini; Thomakos, Dimitrios D. Distance-based nearest neighbour forecasting with application to exchange rate predictability. (English) Zbl 07371186 IMA J. Manag. Math. 31, No. 4, 469-490 (2020). MSC: 90-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Gungor, Sermin; Luger, Richard Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. (English) Zbl 1464.62417 J. Econom. 218, No. 2, 750-770 (2020). MSC: 62P05 62G10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Chevillon, Guillaume; Mavroeidis, Sophocles; Zhan, Zhaoguo Robust inference in structural vector autoregressions with long-run restrictions. (English) Zbl 1436.62416 Econom. Theory 36, No. 1, 86-121 (2020). MSC: 62M10 91B82 62E20 91B62 62F10 62F35 62M07 × Cite Format Result Cite Review PDF Full Text: DOI
Adu, N.; Richardson, Gary; Tseng, Michael C. Periodogram ordinate: spatial model with near unit roots and dependent errors. (English) Zbl 1459.62179 Stat. Probab. Lett. 157, Article ID 108615, 9 p. (2020). MSC: 62M30 62M07 62M10 62M40 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Chang, Yoosoon; Kaufmann, Robert K.; Kim, Chang Sik; Miller, J. Isaac; Park, Joon Y.; Park, Sungkeun Evaluating trends in time series of distributions: a spatial fingerprint of human effects on climate. (English) Zbl 1456.62260 J. Econom. 214, No. 1, 274-294 (2020). MSC: 62P12 62M10 62M30 86A08 × Cite Format Result Cite Review PDF Full Text: DOI
Smeekes, Stephan; Westerlund, Joakim Robust block bootstrap panel predictability tests. (English) Zbl 1490.62273 Econom. Rev. 38, No. 9, 1089-1107 (2019). MSC: 62M10 62M07 62G09 62L10 62P05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Cavaliere, Giuseppe; Skrobotov, Anton; Taylor, A. M. Robert Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility. (English) Zbl 1490.62233 Econom. Rev. 38, No. 5, 509-532 (2019). MSC: 62M10 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
del Barrio Castro, Tomás; Rodrigues, Paulo M. M.; Taylor, A. M. Robert Temporal aggregation of seasonally near-integrated processes. (English) Zbl 1434.62184 J. Time Ser. Anal. 40, No. 6, 872-886 (2019). MSC: 62M10 91B84 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bauer, Dietmar Periodic and seasonal (co-)integration in the state space framework. (English) Zbl 1429.62373 Econ. Lett. 174, 165-168 (2019). MSC: 62M07 62M10 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Ward, Jacob The \(q\)-unit circle: the unit circle in prime characteristics and its properties. (English) Zbl 1436.11140 Finite Fields Appl. 58, 222-256 (2019). Reviewer: Gabriel D. Villa Salvador (Ciudad de México) MSC: 11R60 11R32 11R58 11T22 11T55 12E20 52C26 × Cite Format Result Cite Review PDF Full Text: DOI
Astill, S.; Taylor, A. M. R. Robust tests for deterministic seasonality and seasonal mean shifts. (English) Zbl 07547395 Econom. J. 21, No. 3, 277-297 (2018). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI Link
Sandberg, Rickard Unit root testing in multiple smooth break models with nonlinear dynamics. (English) Zbl 1402.62187 J. Time Ser. Anal. 39, No. 6, 942-952 (2018). MSC: 62M02 62M10 62P20 91B84 62F03 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Yueyue; Liu, Limin Testing for unit roots in panels allowing for multiple structural breaks based on AR(1). (Chinese. English summary) Zbl 1413.62147 J. Henan Norm. Univ., Nat. Sci. 46, No. 3, 13-18 (2018). MSC: 62M10 62H15 62E20 62P20 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Eroğlu, Burak Alparslan; Göğebakan, Kemal Çağlar; Trokić, Mirza Powerful nonparametric seasonal unit root tests. (English) Zbl 1401.62135 Econ. Lett. 167, 75-80 (2018). MSC: 62M07 62P20 62G10 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Adu, N.; Richardson, G. Unit roots test: spatial model with long memory errors. (English) Zbl 1463.62253 Stat. Probab. Lett. 140, 126-131 (2018). MSC: 62M10 62M07 62M30 60G22 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Sandberg, Rickard Sample moments and weak convergence to multivariate stochastic power integrals. (English) Zbl 1384.62295 J. Time Ser. Anal. 38, No. 6, 1000-1009 (2017). Reviewer: Wolfgang Näther (Freiberg) MSC: 62M10 62E20 60J65 62M07 × Cite Format Result Cite Review PDF Full Text: DOI
Sander, J. W. Multiplicative atom decomposition of sets of exceptional units in residue class rings. (English) Zbl 1420.11010 J. Number Theory 173, 254-271 (2017). MSC: 11A07 11T30 06E20 × Cite Format Result Cite Review PDF Full Text: DOI
Smpokos, Konstantinos An algebraic treatment of congruences in number theory. (English) Zbl 1425.11006 Bull. Hell. Math. Soc. 60, 91-96 (2016). MSC: 11A07 × Cite Format Result Cite Review PDF Full Text: Link
Ho, Tsung-Wu; Mo, Wan-Shin Testing the persistence of the forward premium: structural changes or misspecification? (English) Zbl 1412.91166 Open Econ. Rev. 27, No. 1, 119-138 (2016). MSC: 91B64 × Cite Format Result Cite Review PDF Full Text: DOI
Müller, Ulrich K.; Norets, Andriy Credibility of confidence sets in nonstandard econometric problems. (English) Zbl 1410.62067 Econometrica 84, No. 6, 2183-2213 (2016). MSC: 62G15 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Bardet, Jean-Marc; Dola, Béchir Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics. (English) Zbl 1499.62298 J. Time Ser. Econom. 8, No. 2, 115-153 (2016). MSC: 62M10 62M07 62E20 62M15 62P20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wei, Yangjiang; Su, Huadong; Tang, Gaohua Unit groups of quotient rings of complex quadratic rings. (English) Zbl 1348.05053 Front. Math. China 11, No. 4, 1037-1056 (2016). MSC: 05C05 11A07 13M05 × Cite Format Result Cite Review PDF Full Text: DOI
Holgersson, H. E. T.; Månsson, K.; Shukur, G. Testing for panel unit roots under general cross-sectional dependence. (English) Zbl 1359.62350 Commun. Stat., Simulation Comput. 45, No. 5, 1785-1801 (2016). MSC: 62M07 62H15 62F03 × Cite Format Result Cite Review PDF Full Text: DOI Link
Chen, Cathy W. S.; Lee, Sangyeol; Chen, Shu-Yu Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach. (English) Zbl 1342.65025 Comput. Stat. 31, No. 1, 1-24 (2016). MSC: 62-08 62M10 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Thomakos, Dimitrios D.; Nikolopoulos, Konstantinos Forecasting multivariate time series with the theta method. (English) Zbl 1397.62324 J. Forecast. 34, No. 3, 220-229 (2015). MSC: 62M10 62M20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Castro, Tomás Del Barrio; Rossello, Andreu Sansó On augmented franses tests for seasonal unit roots. (English) Zbl 1381.62243 Commun. Stat., Theory Methods 44, No. 24, 5204-5212 (2015). MSC: 62M07 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Baltagi, Badi H. (ed.) The Oxford handbook of panel data. (English) Zbl 1362.62001 Oxford: Oxford University Press (ISBN 978-0-19-994004-2/hbk). xv, 683 p. (2015). Reviewer: Hans-Jürgen Schmidt (Potsdam) MSC: 62-01 62P20 00B15 62G05 62P10 62P05 62F10 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Smeekes, Stephan Bootstrap sequential tests to determine the order of integration of individual units in a time series panel. (English) Zbl 1325.62172 J. Time Ser. Anal. 36, No. 3, 398-415 (2015). MSC: 62M10 62F40 62L10 62M07 × Cite Format Result Cite Review PDF Full Text: DOI Link
Pedroni, Peter L.; Vogelsang, Timothy J.; Wagner, Martin; Westerlund, Joakim Nonparametric rank tests for non-stationary panels. (English) Zbl 1332.62337 J. Econom. 185, No. 2, 378-391 (2015). MSC: 62M10 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
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 × Cite Format Result Cite Review PDF Full Text: DOI Link
Pitarakis, Jean-Yves A joint test for structural stability and a unit root in autoregressions. (English) Zbl 1506.62148 Comput. Stat. Data Anal. 76, 577-587 (2014). MSC: 62-08 62M10 62F03 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Karavias, Yiannis; Tzavalis, Elias Testing for unit roots in short panels allowing for a structural break. (English) Zbl 1506.62092 Comput. Stat. Data Anal. 76, 391-407 (2014). MSC: 62-08 62M10 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Diaz-Emparanza, Ignacio Numerical distribution functions for seasonal unit root tests. (English) Zbl 1506.62054 Comput. Stat. Data Anal. 76, 237-247 (2014). MSC: 62-08 62M10 62M07 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Addo, Peter Martey; Billio, Monica; Guégan, Dominique The univariate MT-STAR model and a new linearity and unit root test procedure. (English) Zbl 1506.62006 Comput. Stat. Data Anal. 76, 4-19 (2014). MSC: 62-08 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Grassi, S.; Proietti, T. Characterising economic trends by Bayesian stochastic model specification search. (English) Zbl 1471.62078 Comput. Stat. Data Anal. 71, 359-374 (2014). MSC: 62-08 62F15 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Benati, Luca Do TFP and the relative price of investment share a common I(1) component? (English) Zbl 1402.91406 J. Econ. Dyn. Control 45, 239-261 (2014). MSC: 91B64 × Cite Format Result Cite Review PDF Full Text: DOI
Banerjee, Anurag; Pitarakis, Jean-Yves Functional cointegration: definition and nonparametric estimation. (English) Zbl 1329.62369 Stud. Nonlinear Dyn. Econom. 18, No. 5, 507-520 (2014). MSC: 62M10 62G08 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Nicolás, Jesús Yepes On properties for \(\mathbf m\)-polynomials of unit \(p\)-balls. (English) Zbl 1301.52014 Math. Inequal. Appl. 17, No. 3, 1171-1182 (2014). Reviewer: Mihai Cipu (Bucureşti) MSC: 52A20 52A39 30C15 52A40 × Cite Format Result Cite Review PDF Full Text: DOI
Díaz-Emparanza, Ignacio; Moral, M. Paz Numerical distribution functions for seasonal stability tests. (English) Zbl 1332.62296 Stat. Probab. Lett. 86, 44-49 (2014). MSC: 62M07 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Gospodinov, Nikolay; Herrera, Ana María; Pesavento, Elena Unit roots, cointegration, and pretesting in VAR models. (English) Zbl 1443.62227 Fomby, Thomas B. (ed.) et al., VAR models in macroeconomics: new developments and applications. Essays in honor of Christopher A. Sims. Mainly selected papers based on the presentations at the 12th advances in econometrics conference, Dallas, TX, USA, November 2–4, 2012. Bingley: Emerald. Adv. Econom. 32, 81-115 (2013). MSC: 62M07 62H12 62M10 62G35 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Chien-Ho; de Jong, Robert M. Unit root tests when the data are a trigonometric transformation of an integrated process. (English) Zbl 1397.62089 S. Afr. Stat. J. 47, No. 1, 83-90 (2013). MSC: 62F05 62M07 62F12 62M10 × Cite Format Result Cite Review PDF Full Text: Link
Pelagatti, Matteo M.; Sen, Pranab K. Rank tests for short memory stationarity. (English) Zbl 1443.62283 J. Econom. 172, No. 1, 90-105 (2013). MSC: 62M10 62M07 62G20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Seong, Byeongchan Semiparametric selection of seasonal cointegrating ranks using information criteria. (English) Zbl 1284.91458 Econ. Lett. 120, No. 3, 592-595 (2013). MSC: 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
He, Zonglu; Oka, Takamitsu Spurious Granger causalities in integrated autoregressive moving average processes. (English) Zbl 1283.62184 Far East J. Theor. Stat. 43, No. 2, 133-169 (2013). MSC: 62M10 62P20 91B84 62F05 60J70 × Cite Format Result Cite Review PDF Full Text: Link
Demetrescu, Matei; Hanck, Christoph Nonlinear IV panel unit root testing under structural breaks in the error variance. (English) Zbl 1416.62462 Stat. Pap. 54, No. 4, 1043-1066 (2013). MSC: 62M07 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Kejriwal, Mohitosh; Perron, Pierre; Zhou, Jing Wald tests for detecting multiple structural changes in persistence. (English) Zbl 1282.62199 Econom. Theory 29, No. 2, 289-323 (2013). Reviewer: Jurgita Markeviciute (Vilnius) MSC: 62M10 62F03 62M07 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Simson, Daniel Algorithms determining matrix Morsifications, Weyl orbits, Coxeter polynomials and mesh geometries of roots for Dynkin diagrams. (English) Zbl 1290.68138 Fundam. Inform. 123, No. 4, 447-490 (2013). MSC: 68W30 16Z05 06A07 16G20 05A15 × Cite Format Result Cite Review PDF Full Text: DOI
Lalín, Matilde N.; Rogers, Mathew D. Variations of the Ramanujan polynomials and remarks on \(\zeta(2j+1)/\pi^{2j+1}\). (English) Zbl 1272.26007 Funct. Approximatio, Comment. Math. 48, No. 1, 91-111 (2013). Reviewer: József Sándor (Cluj-Napoca) MSC: 26C10 11B68 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Mills, Terence C. Semi-parametric modelling of temperature records. (English) Zbl 1514.62296 J. Appl. Stat. 39, No. 2, 361-383 (2012). MSC: 62P12 62M10 86A08 × Cite Format Result Cite Review PDF Full Text: DOI
Youssef, Ahmed H.; El-Sheikh, Ahmed Amin; Issa, Mohamed Khalifa Ahmed A comparison of estimators for the first order autoregressive process with a unit root. (English) Zbl 1318.62074 Far East J. Theor. Stat. 41, No. 2, 133-147 (2012). MSC: 62F10 62M10 × Cite Format Result Cite Review PDF Full Text: Link
Pitarakis, Jean-Yves Jointly testing linearity and nonstationarity within threshold autoregressions. (English) Zbl 1255.62278 Econ. Lett. 117, No. 2, 411-413 (2012). MSC: 62M10 62F03 62E20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Adolphson, Alan; Sperber, Steven On unit root formulas for toric exponential sums. (English) Zbl 1251.11081 Algebra Number Theory 6, No. 3, 573-585 (2012). Reviewer: John H. Loxton (Greenwich, NSW) MSC: 11T23 11S40 11S80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Kapetanios, G.; Pesaran, M. Hashem; Yamagata, T. Panels with non-stationary multifactor error structures. (English) Zbl 1441.62767 J. Econom. 160, No. 2, 326-348 (2011). MSC: 62P20 62M10 62H25 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Polak, Agnieszka Algorithms for integral solutions of a class of Diophantine equations. (English) Zbl 1318.11166 Control Cybern. 40, No. 2, 491-514 (2011). MSC: 11Y50 × Cite Format Result Cite Review PDF
Nunes, Luis C.; Rodrigues, Paulo M. M. On LM-type tests for seasonal unit roots in the presence of a break in trend. (English) Zbl 1290.62063 J. Time Ser. Anal. 32, No. 2, 108-134 (2011). MSC: 62M07 62M10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Qu, Yinchun; Li, Libin The residue class ring with structure of unit group being \(\mathbb Z_2\oplus \mathbb Z_{p^m}\). (Chinese. English summary) Zbl 1265.11002 J. Hubei Univ., Nat. Sci. 33, No. 4, 433-436 (2011). MSC: 11A07 13M05 20K01 × Cite Format Result Cite Review PDF
Davis, Richard A.; Song, Li Unit roots in moving averages beyond first order. (English) Zbl 1246.62183 Ann. Stat. 39, No. 6, 3062-3091 (2011). MSC: 62M10 62F12 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Youssef, Ahmed H.; El-Sheikh, Ahmed Amin; Issa, Mohamed Khalifa Ahmed Inference of the second order autoregressive model with unit roots. (English) Zbl 06073274 Int. Math. Forum 6, No. 49-52, 2595-2604 (2011). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: Link
Qu, Yinchun; Li, Libin The remainder classes ring with the order of unit group being \(2pq\). (Chinese. English summary) Zbl 1249.11005 J. Hubei Univ., Nat. Sci. 33, No. 1, 1-6 (2011). MSC: 11A07 13M05 20K01 × Cite Format Result Cite Review PDF
Aue, Alexander; Horváth, Lajos Quasi-likelihood estimation in stationary and nonstationary autoregressive models with random coefficients. (English) Zbl 1232.62116 Stat. Sin. 21, No. 3, 973-999 (2011). MSC: 62M10 62G05 62H12 62G08 65C60 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Weidong; Ling, Shiqing; Shao, Qi-Man On non-stationary threshold autoregressive models. (English) Zbl 1221.62127 Bernoulli 17, No. 3, 969-986 (2011). MSC: 62M10 62E20 62F10 62M09 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ayache, Ahmed; Echi, Othman; Naimi, Mongi On Kronecker polynomials. (English) Zbl 1235.11013 Rocky Mt. J. Math. 41, No. 3, 707-725 (2011). Reviewer: Pieter Moree (Bonn) MSC: 11A41 11A51 11C08 × Cite Format Result Cite Review PDF Full Text: DOI
Sollis, Robert Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests. (English) Zbl 1217.62139 Econ. Lett. 112, No. 1, 19-22 (2011). MSC: 62M10 62M07 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Mei-Ching; Davis, Richard A.; Song, Li Inference for regression models with errors from a non-invertible MA(1) process. (English) Zbl 1217.91141 J. Forecast. 30, No. 1, 6-30 (2011). MSC: 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Grillenzoni, Carlo Adaptive methods for financial decisions. (English) Zbl 1219.60042 Adv. Appl. Stat. 21, No. 2, 125-139 (2011). MSC: 60G40 62M05 91B26 × Cite Format Result Cite Review PDF Full Text: Link
Baran, Sándor; Pap, Gyula Asymptotic inference for a one-dimensional simultaneous autoregressive model. (English) Zbl 1216.62137 Metrika 74, No. 1, 55-66 (2011). MSC: 62M10 62F12 62M09 × Cite Format Result Cite Review PDF Full Text: DOI
Chan, Felix; Pauwels, Laurent Model specification in panel data unit root tests with an unknown break. (English) Zbl 1215.62091 Math. Comput. Simul. 81, No. 7, 1299-1309 (2011). MSC: 62M10 62M07 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Wagner, Martin Cointegration analysis with state space models. (English) Zbl 1443.62291 AStA, Adv. Stat. Anal. 94, No. 3, 273-305 (2010). MSC: 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bravo, Francesco Nonparametric likelihood inference for general autoregressive models. (English) Zbl 1332.62128 Stat. Methods Appl. 19, No. 1, 79-106 (2010). MSC: 62G08 62M30 65C40 × Cite Format Result Cite Review PDF Full Text: DOI
Qu, Yinchun; Yang, Yichao; Li, Libin The remainder classes ring with unit group being the direct sum of prime order cycle groups. (Chinese. English summary) Zbl 1240.11004 J. Yangzhou Univ., Nat. Sci. Ed. 13, No. 3, 1-4 (2010). MSC: 11A07 13M05 20K01 × Cite Format Result Cite Review PDF
Ramaswamy, H. N.; Siddaramu, R. On the stufe, unit stufe and Pythagoras number of the ring of integers modulo \(n\). (English) Zbl 1246.11089 Adv. Stud. Contemp. Math., Kyungshang 20, No. 3, 373-388 (2010). Reviewer: Kazimierz Szymiczek (Katowice) (MR2676906) MSC: 11E04 11A07 11E25 11E81 × Cite Format Result Cite Review PDF
Foulis, David Synaptic algebras. (English) Zbl 1247.47081 Math. Slovaca 60, No. 5, 631-654 (2010). Reviewer: Sylvia Pulmannová (Bratislava) MSC: 47L30 46L70 47B15 06C15 17C65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Chan, Ngai Hang; Zhang, Rong-Mao Inference for unit-root models with infinite variance GARCH errors. (English) Zbl 1200.62101 Stat. Sin. 20, No. 4, 1363-1393 (2010). MSC: 62M10 62E20 62G32 60G50 × Cite Format Result Cite Review PDF Full Text: Link
Madsen, Edith Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests. (English) Zbl 1187.62144 Econom. J. 13, No. 1, 63-94 (2010). MSC: 62M10 62P20 62F05 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Brandstädt, Andreas; Hundt, Christian; Mancini, Federico; Wagner, Peter Rooted directed path graphs are leaf powers. (English) Zbl 1211.05051 Discrete Math. 310, No. 4, 897-910 (2010). Reviewer: Simona Settepanella (Pisa) MSC: 05C20 05C38 × Cite Format Result Cite Review PDF Full Text: DOI
García-Hiernaux, Alfredo; Jerez, Miguel; Casals, José Unit roots and cointegration modelling through a family of flexible information criteria. (English) Zbl 1202.91276 J. Stat. Comput. Simulation 80, No. 2, 173-189 (2010). MSC: 91B84 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Oh, Yujin; Lim, Yong Bin; So, Beong Soo A new score test for unit roots in heterogeneous panels – residual likelihood approach. (English) Zbl 1185.62162 Econ. Lett. 106, No. 2, 71-74 (2010). MSC: 62M10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Willa W.; Deo, Rohit S. The restricted likelihood ratio test at the boundary in autoregressive series. (English) Zbl 1224.62050 J. Time Ser. Anal. 30, No. 6, 618-630 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M10 62F05 62E20 62F30 × Cite Format Result Cite Review PDF Full Text: DOI
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor Non-parametric regression with a latent time series. (English) Zbl 1206.62074 Econom. J. 12, No. 2, 187-207 (2009). MSC: 62G08 62G20 62M10 62P20 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Cheng, Xu; Phillips, Peter C. B. Semiparametric cointegrating rank selection. (English) Zbl 1182.62080 Econom. J. 12, Spec. Iss., S83-S104 (2009). MSC: 62G08 62M10 62P20 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Murty, M. Ram; Petersen, Kathleen L. The generalized Artin conjecture and arithmetic orbifolds. (English) Zbl 1230.11141 Harnad, John (ed.) et al., Groups and symmetries. From Neolithic Scots to John McKay. Selected papers of the conference, Montreal, Canada, April 27–29, 2007. Providence, RI: American Mathematical Society (AMS) (ISBN 978-0-8218-4481-6/pbk). CRM Proceedings and Lecture Notes 47, 259-265 (2009). Reviewer: Pieter Moree (Bonn) MSC: 11R47 11A07 11N36 11R44 × Cite Format Result Cite Review PDF