NONPARAMETRIC NONSTATIONARITY TESTS (Q4979936)

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scientific article; zbMATH DE number 6305651

Language	Label	Description	Also known as
English	NONPARAMETRIC NONSTATIONARITY TESTS	scientific article; zbMATH DE number 6305651

Statements

scholarly article

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NONPARAMETRIC NONSTATIONARITY TESTS (English)

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Federico M. Bandi

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Valentina Corradi

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Econometric Theory

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publication date

20 June 2014

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zbMATH Keywords

nonstationarity yest

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Harris recurrent Markov chain

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Herris recurrent diffusion process

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MaRDI profile type

MaRDI publication profile

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How often does a Harris recurrent Markov chain recur?

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On strong invariance principles under dependence assumptions

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Nonparametric tests for unit roots and cointegration.

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A Fractional Dickey-Fuller Test for Unit Roots

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The wild bootstrap, tamed at last

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Fully Nonparametric Estimation of Scalar Diffusion Models

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Time Series Regression with a Unit Root

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ON QUESTIONS RAISED BY THE COMBINATION OF TESTS BASED ON DISCONTINUOUS DISTRIBUTIONS

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Stability of Markovian processes II: continuous-time processes and sampled chains

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The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes

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Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

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Structural Nonparametric Cointegrating Regression

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ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION

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EXTENSION OF THE NEYMAN-PEARSON THEORY OF TESTS TO DISCONTINUOUS VARIATES

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FIDUCIAL LIMITS OF THE PARAMETER OF A DISCONTINUOUS DISTRIBUTION

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Nonparametric estimation in null recurrent time series.

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Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

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Bootstrapping Realized Volatility

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The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test

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Efficient Tests for an Autoregressive Unit Root

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Exact tests for structural change in first-order dynamic models

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Identifiers

zbMATH Open document ID

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10.1017/S0266466613000145

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4979936

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