Unit Root Tests in Time Series

1. Some Common Themes
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2. Functional Form and Nonparametric Tests for a Unit Root
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3. Fractional Integration
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4. Semi-Parametric Estimation of the Long-memory Parameter
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5. Smooth Transition Nonlinear Models
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6. Threshold Autoregressions
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7. Structural Breaks in AR Models
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8. Structural Breaks with Unknown Break Dates
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9. Conditional Heteroscedasticity and Unit Root Tests
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Avainsanat: Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Statistical Theory and Methods, Macroeconomics/Monetary Economics//Financial Economics, Econometrics, Probability Theory and Stochastic Processes, Applications of Mathematics