Testing for unit roots in bounded time series-Reference-Cited by-同舟云学术

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Testing for unit roots in bounded time series

Published:2014-01 Issue: Volume:178 Page:259-272
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Cavaliere Giuseppe,Xu Fang

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference33 articles.

1. Testing continuous-time models of the spot interest rate;Aït-Sahalia;Review of Financial Studies,1996

2. Consistent autoregressive spectral estimates;Berk;Annals of Statistics,1974

3. Cointegration and tests of present value models;Campbell;Journal of Political Economy,1987

4. Carrion-i-Silvestre,, Gadea, M.D., 2010. Bounds, breaks and unit root tests. Working paper, University of Barcelona.

5. Cavaliere, G., 2000. A rescaled range statistics approach to unit root tests, Econometric Society World Congress 2000 Contributed Papers 0318.

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