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publications

(53)   

• The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions
  T. S. Wirjanto Statistics \& Probability Letters30(1):73--77Sep1996.
  to root Unit by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Interval estimation for the scale parameter of the two-parameter exponential distribution based on time-censored data
  K. Thiagarajah and Sudhir R. Paul Journal of Statistical Planning and Inference59(2):279--289Apr1997.
  to sign Adjusted root ratio likelihood by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Weighted Dickey-Fuller processes for detecting stationarity
  Ansgar Steland Journal of Statistical Planning and Inference137(12):4011--4030Dec2007.
  to unit root Autoregressive by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Semiparametric unit root tests based on symmetric estimators
  Dong Wan Shin and Beong-Soo So Statistics \& Probability Letters33(2):177--184Apr1997.
  to test root Unit by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis
  Amit Sen Statistics \& Probability Letters78(6):622--628Apr2008.
  to root Unit by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Weighted FMH filters
  Jukka Neejärvi and Alpo Värri and Spiros Fotopoulos and Yrjö Neuvo Signal Processing31(2):181--190Mar1993.
  to Root signals by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• IG-symmetry and R-symmetry: Interrelations and applications to the inverse Gaussian theory
  Govind S. Mudholkar and Hongyue Wang Journal of Statistical Planning and Inference137(11):3655--3671Nov2007.
  to reciprocal Root IG by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis
  Antonio Monta~n'es and Marcelo Reyes Statistics \& Probability Letters42(1):81--89Mar1999.
  to root Unit by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The size performance of a nonparametric unit root test under a variance shift
  Daiki Maki Statistics \& Probability Letters78(6):743--748Apr2008.
  to test root Unit by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Panel unit root tests of purchasing power parity for price indices
  Adrian R. Fleissig and Jack Strauss Journal of International Money and Finance19(4):489--506Aug2000.
  to unit Panel tests root by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment
  Rafaela Dios-Palomares and Jose A. Roldan Journal of Statistical Planning and Inference136(8):2685--2705Aug2006.
  to root Unit by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Unit root tests for panel data
  In Choi Journal of International Money and Finance20(2):249--272Apr2001.
  to test root Unit by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• A new algorithm for latent root regression analysis
  Evelyne Vigneau and El Mostafa Qannari Computational Statistics \& Data Analysis41(1):231--242Nov2002.
  to Latent root regression by smicha and 1 other person on Apr 23, 2008, 2:55 PM
  URL | BibTeX 
• Handbook of Economic Forecasting
  Graham Elliott Volume 1, chapter Chapter 11 Forecasting with Trending Data, page555--604. Elsevier, (2006)
  to unit root by smicha on Apr 22, 2008, 3:17 PM
  URL | BibTeX 
• Testing for unit root bilinearity in the Brazilian stock market
  Benjamin M. Tabak Physica A: Statistical Mechanics and its Applications385(1):261--269Nov2007.
  to unit root Bilinear by smicha on Apr 22, 2008, 10:36 AM
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• Size and power properties of powerful unit root tests in the presence of variance breaks
  Steven Cook Physica A: Statistical Mechanics and its Applications317(3-4):432--448Jan2003.
  to tests root Unit by smicha on Apr 22, 2008, 10:36 AM
  URL | BibTeX 
• Testing for rational bubbles in banking indices
  Daniel O. Cajueiro and Benjamin M. Tabak Physica A: Statistical Mechanics and its ApplicationsJul2006.
  to unit root Bilinear by smicha on Apr 22, 2008, 10:36 AM
  URL | BibTeX 
• The length of the effect of aggregate advertising on aggregate consumption
  Barry J. Seldom and Chulho Jung Economics Letters48(2):207--211May1995.
  to test root Unit by smicha on Apr 21, 2008, 10:09 PM
  URL | BibTeX 
• Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type
  S. P. Burke Economics Letters50(3):315--321Mar1996.
  to test root Unit by smicha on Apr 21, 2008, 10:09 PM
  URL | BibTeX 
• Common cycles in seasonally cointegrated time series
  Sung K. Ahn Economics Letters53(3):261--264Dec1996.
  to root Unit by smicha on Apr 21, 2008, 10:09 PM
  URL | BibTeX