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Almost All about Unit Roots: Foundations, Developments, and Applications (Themes in Modern Econometrics)
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Almost All about Unit Roots: Foundations, Developments, and Applications
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Residual based tests for the null of stationarity with applications to U.S. macroeconomic time series
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Strong consistency of the conditional nonlinear least squares estimates for noninvertible MA(1) processes (Working paper)
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The Hausman tests for a unit root with serially correlated errors of unknown structure (Working papers in economics)
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Asymptotic distributions of the conditional nonlinear least squares estimates for stationary, noninvertible ARMA processes
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Testing the null of stationarity for multiple time series
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Spurious regressions and residual-based tests for cointegration when regressors are cointegrated
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A general framework for testing I(m) against I(m+k)
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The Hausman tests for cointegration (Working papers in economics)
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Paul Kline
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