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Regression with integrated regressors

, and . Journal of Statistical Planning and Inference, 64 (2): 325--340 (Nov 15, 1997)

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Semiparametric unit root tests based on symmetric estimators, and . Statistics & Probability Letters, 33 (2): 177--184 (Apr 30, 1997)New tests for unit roots in autoregressive processes with possibly infinite variance errors, and . Statistics & Probability Letters, 44 (4): 387--397 (Oct 1, 1999)Recursive mean adjustment and tests for nonstationarities, and . Economics Letters, 75 (2): 203--208 (April 2002)A note on stationarity of the MTAR process on the boundary of the stationarity region, and . Economics Letters, 73 (3): 263--268 (December 2001)Asymmetry and nonstationarity for a seasonal time series model, and . Journal of Econometrics, 136 (1): 89--114 (January 2007)Corrigendum to "Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data": Computational Statistics and Data Analysis 49/4 (2005) 1192-1204., , , , and . Comput. Stat. Data Anal., 50 (2): 584 (2006)A unified Bayesian inference on treatment means with order constraints., and . Comput. Stat. Data Anal., 55 (1): 924-934 (2011)Bootstrapping volatility spillover index., and . Communications in Statistics - Simulation and Computation, 49 (1): 66-78 (2020)Moving block bootstrapping for a CUSUM test for correlation change., and . Comput. Stat. Data Anal., (2019)Recursive mean adjustment for panel unit root tests, , and . Economics Letters, 84 (3): 433--439 (September 2004)