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Confirmatory data analysis : the joint application of stationarity and unit root tests
Burke, Simon P. - 1994
Persistent link: https://www.econbiz.de/10000891381
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A taxonomy of certain unit root tests
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000868756
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Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000868853
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Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000869171
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An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000877388
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Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves - 1996
Persistent link: https://www.econbiz.de/10000944147
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Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris - 1996
Persistent link: https://www.econbiz.de/10000944084
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Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris - 1995
Persistent link: https://www.econbiz.de/10000911564