Reference health
Nonparametric tests for unit roots and cointegration
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3 of 28 checkable references need attention · checked 2026-07-25
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.2307/2670128
does not resolve to a known work10.2307/1391432
does not resolve to a known work10.2307/1392017
The 25 checked references that resolve
resolves10.1016/S0304-4076(97)00033-X
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
resolves10.1214/aos/1176350711
Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes
resolves10.1016/S0304-4076(01)00100-2
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes
resolves10.2307/2286348
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
resolves10.1214/aop/1176993379
A Functional Central Limit Theorem for Weakly Dependent Sequences of Random Variables
resolves10.2307/2938278
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
resolves10.1080/07474939408800284
The role of the constant and linear terms in cointegration analysis of nonstationary variables
resolves10.1016/0304-4076(92)90104-Y
Testing the null hypothesis of stationarity against the alternative of a unit root
resolves10.1017/S0266466600013402
Statistical Inference in Regressions with Integrated Processes: Part 1
resolves10.2307/2297890
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
resolves10.1093/biomet/71.3.599
Testing for unit roots in autoregressive-moving average models of unknown order
resolves10.2307/2109827
Finite Sample Properties of Likelihood Ratio Tests for Cointegrating Ranks when Linear Trends are Present
The 8 references without a DOI — listed, not checked
no DOI — not checked10.1016/S0304-4076(01)00139-7_BIB1
no DOI — not checkedClarida, R.H., Taylor, M.P., 1999. Nonlinear permanent–temporary decompositions with applications in macroeconomics and finance. Working Paper, University of Warwick.
no DOI — not checked10.1016/S0304-4076(01)00139-7_BIB11
no DOI — not checked10.1016/S0304-4076(01)00139-7_BIB12
no DOI — not checked10.1016/S0304-4076(01)00139-7_BIB14
no DOI — not checkedPark, J.Y., 1990. Testing for unit roots and cointegration by variable addition. In: Fomby, T., Rhodes, F. (Eds.), Advances in Econometrics: Cointegration, Spurious Regressions and Unit Roots. Jai Press, Greenwich.
no DOI — not checkedPark, J.Y., Choi, B., 1988. A new approach to testing for a unit root. CAE Working Paper No. 88-10, Cornell University, Ithaca, NY.
no DOI — not checkedComments to “Cointegration Analysis” by H.J. Bierens
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