scholarly journals Hybrid Stochastic Local Unit Roots

2017 ◽  
Author(s):  
Offer Lieberman ◽  
Peter C. B. Phillips
Keyword(s):  
Unit Roots ◽  
Local Unit

Local Unit Roots and Global Stationarity of TARMA Models

2010 ◽  
Vol 14 (1) ◽  
pp. 17-34 ◽  
Author(s):  
Marcella Niglio ◽  
Cosimo Damiano Vitale
Keyword(s):  
Unit Roots ◽  
Local Unit

scholarly journals Hybrid stochastic local unit roots

2020 ◽  
Vol 215 (1) ◽  
pp. 257-285 ◽  
Author(s):  
Offer Lieberman ◽  
Peter C.B. Phillips
Keyword(s):  
Unit Roots ◽  
Local Unit

scholarly journals Panel data unit roots tests: The role of serial correlation and the time dimension

2007 ◽  
Vol 137 (1) ◽  
pp. 230-244 ◽  
Author(s):  
Stefan De Wachter ◽  
Richard D.F. Harris ◽  
Elias Tzavalis
Keyword(s):  
Panel Data ◽  
Serial Correlation ◽  
Unit Roots ◽  
Time Dimension

scholarly journals An Intersection Test for Panel Unit Roots

2012 ◽  
Vol 32 (2) ◽  
pp. 183-203 ◽  
Author(s):  
Christoph Hanck
Keyword(s):  
Unit Roots ◽  
Panel Unit Roots ◽  
Intersection Test
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