On the power of GLS-type unit root tests
Year of publication: |
2000
|
---|---|
Authors: | Burridge, Peter ; Taylor, Robert |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 62.2000, 5, p. 633-645
|
Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis |
-
Unit root testing with stationary covariates and a structural break in the trend function
Fossati, Sebastian, (2011)
-
Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar, (2015)
-
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
- More ...
-
Bootstrapping the HEGY seasonal unit root tests
Burridge, Peter, (2004)
-
Burridge, Peter, (2001)
-
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter, (1999)
- More ...