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  • Editor(s):
  • Peter C. B. Phillips, Cowles Foundation for Research in Economics, Yale University, USA

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Table of Contents - Volume 24 - Issue 01  

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UNIT ROOT AND COINTEGRATION TESTING

 
 

UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION

Helmut Lütkepohl and Paulo M.M. Rodrigues

Econometric Theory, Volume 24, Issue 01, February 2008, pp 1-6
doi:10.1017/S0266466608080018 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

Unit Root and Cointegration Testing: Conference Program

Econometric Theory, Volume 24, Issue 01, February 2008, pp 7-14
doi:10.1017/S026646660808002X (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

Research Articles

 
 

ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS

Werner Ploberger

Econometric Theory, Volume 24, Issue 01, February 2008, pp 15-42
doi:10.1017/S0266466608080031 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY

Giuseppe Cavaliere and A.M. Robert Taylor

Econometric Theory, Volume 24, Issue 01, February 2008, pp 43-71
doi:10.1017/S0266466608080043 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

TESTING FOR TREND

Fabio Busetti and Andrew Harvey

Econometric Theory, Volume 24, Issue 01, February 2008, pp 72-87
doi:10.1017/S0266466608080055 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE

Jörg Breitung and Samarjit Das

Econometric Theory, Volume 24, Issue 01, February 2008, pp 88-108
doi:10.1017/S0266466608080067 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES

Tomás del Barrio Castro and Denise R. Osborn

Econometric Theory, Volume 24, Issue 01, February 2008, pp 109-142
doi:10.1017/S0266466608080079 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

TESTING FOR LONG MEMORY

David Harris, Brendan McCabe and Stephen Leybourne

Econometric Theory, Volume 24, Issue 01, February 2008, pp 143-175
doi:10.1017/S0266466608080080 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

LONG MEMORY TESTING IN THE TIME DOMAIN

Matei Demetrescu, Vladimir Kuzin and Uwe Hassler

Econometric Theory, Volume 24, Issue 01, February 2008, pp 176-215
doi:10.1017/S0266466608080092 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION

Javier Hualde and Carlos Velasco

Econometric Theory, Volume 24, Issue 01, February 2008, pp 216-255
doi:10.1017/S0266466608080109 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION

James Davidson and Nigar Hashimzade

Econometric Theory, Volume 24, Issue 01, February 2008, pp 256-293
doi:10.1017/S0266466608080110 (About doi), Published Online by Cambridge University Press 06 Sep 2007
 

STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION

Pentti Saikkonen

Econometric Theory, Volume 24, Issue 01, February 2008, pp 294-318
doi:10.1017/S0266466608080122 (About doi), Published Online by Cambridge University Press 06 Sep 2007
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