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Wavelet Power: Wavelet Energy Ratio Unit Root Tests

https://doi.org/10.2139/ssrn.2131529
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-4076(93)90026-2openalex-extracted
Testing for a unit root by frequency domain regression
inferredcites →https://doi.org/10.1016/b978-0-12-279670-8.x5000-9openalex-extracted
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
inferredcites →https://doi.org/10.1016/j.csda.2006.04.001openalex-extracted
Improving the reliability of bootstrap tests with the fast double bootstrap
inferredcites →https://doi.org/10.1016/j.csda.2008.11.008openalex-extracted
Type I and type II fractional Brownian motions: A reconsideration
inferredcites →https://doi.org/10.1016/j.econlet.2006.06.009openalex-extracted
A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
inferredcites →https://doi.org/10.1016/s0304-4076(01)00139-7openalex-extracted
Nonparametric tests for unit roots and cointegration
inferredcites →https://doi.org/10.1016/s0304-4149(99)00088-5openalex-extracted
Weak convergence of multivariate fractional processes
inferredcites →https://doi.org/10.1017/cbo9780511841040openalex-extracted
Wavelet Methods for Time SeriesAnalysis
inferredcites →https://doi.org/10.1017/s0266466600165028openalex-extracted
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II
inferredcites →https://doi.org/10.1017/s0266466608080250openalex-extracted
THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES
inferredcites →https://doi.org/10.1017/s0266466609990247openalex-extracted
A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC
inferredcites →https://doi.org/10.1017/s0266466609990594openalex-extracted
UNIT ROOT TESTS WITH WAVELETS
inferredcites →https://doi.org/10.1017/s0266466611000697openalex-extracted
A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM
inferredcites →https://doi.org/10.1017/s0266466699154045openalex-extracted
THE NONSTATIONARY FRACTIONAL UNIT ROOT
inferredcites →https://doi.org/10.1023/a:1023570510824openalex-extracted
Strong Approximation for Long Memory Processes with Applications
inferredcites →https://doi.org/10.1080/01621459.1979.10482531openalex-extracted
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
inferredcites →https://doi.org/10.1080/07474930008800459openalex-extracted
Bootstrap tests: how many bootstraps?
inferredcites →https://doi.org/10.1093/biomet/75.2.335openalex-extracted
Testing for a Unit Root in Time Series Regression
inferredcites →https://doi.org/10.1109/34.192463openalex-extracted
A theory for multiresolution signal decomposition: the wavelet representation
inferredcites →https://doi.org/10.1111/1468-0262.00256openalex-extracted
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
inferredcites →https://doi.org/10.1111/j.1467-9892.1995.tb00243.xopenalex-extracted
ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
inferredcites →https://doi.org/10.1137/1115050openalex-extracted
The Invariance Principle for Stationary Processes
inferredcites →https://doi.org/10.1155/s1173912602000184openalex-extracted
Asymptotics for General Nonstationary Fractionally Integrated Processes Without Prehistoric Influence
inferredcites →https://doi.org/10.1214/aos/1176348142openalex-extracted
Bootstrapping Unstable First-Order Autoregressive Processes
inferredcites →https://doi.org/10.1214/aos/1176350492openalex-extracted
Asymptotic Inference for Nearly Nonstationary AR(1) Processes
inferredcites →https://doi.org/10.1515/9780691218632openalex-extracted
Time Series Analysis
inferredcites →https://doi.org/10.2139/ssrn.1326422openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.1697555openalex-extracted
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
inferredcites →https://doi.org/10.22004/ag.econ.273651openalex-extracted
A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis
inferredcites →https://doi.org/10.2307/1909859openalex-extracted
The Typical Spectral Shape of an Economic Variable
inferredcites →https://doi.org/10.2307/1913237openalex-extracted
Time Series Regression with a Unit Root
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2076916openalex-extracted
Time Series Analysis.
inferredcites →https://doi.org/10.2307/2171846openalex-extracted
Efficient Tests for an Autoregressive Unit Root
inferredcites →https://doi.org/10.2307/2938337openalex-extracted
Inference in Linear Time Series Models with some Unit Roots
inferredcites →https://doi.org/10.2307/3318584openalex-extracted
Sieve Bootstrap for Time Series
inferredcites →https://doi.org/10.29628/aep.200406.0001openalex-extracted
Fractional Integration and the Phillips-Perron Test
inferredcites →https://doi.org/10.1016/j.jeconom.2009.10.002openalex-snapshot
Nonparametric cointegration analysis of fractional systems with unknown integration orders
inferredcites →https://doi.org/10.1111/1467-9892.00312openalex-snapshot
A Sieve Bootstrap For The Test Of A Unit Root

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Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1111/1477-8947.70070openalex-snapshot
Convergence of Energy Intensity Across ASEAN ‐5 Countries: A Wavelet‐Based Perspective
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