User’s Guide : Advanced Univariate Analysis : Univariate Time Series Analysis
  
Univariate Time Series Analysis
In this section, we discuss a several advanced tools for testing properties of univariate time series. Among the topics considered are change point tests, trend test, bubble tests, unit root tests in both conventional and panel data settings, variance ratio tests, BDS test for independence, and wavelet analysis.
“Change Point Tests”.
“Trend Tests”.
“Explosive Bubble Tests”.
“Unit Root Testing”.
“Unit Root Tests with a Breakpoint”.
Seasonal Unit Root Testing.
“Cross-sectionally Independent Panel Unit Root Testing”.
“Cross-sectionally Dependent Panel Unit Root Tests”.
“Variance Ratio Test”.
“BDS Independence Test”.
“Wavelet Analysis”.