Narrow search
Showing 1 - 10 of 46
Cover Image
A note on bootstrapping unit root tests in the presence of a non-zero drift
Giersbergen, Noud P. A. van - In: Economics letters 78 (2003) 2, pp. 259-265
Persistent link: https://www.econbiz.de/10001728258
Cover Image
Size improvement of the KPSS test using sieve bootstraps
Lee, Jin; Lee, Young Im - In: Economics letters 116 (2012) 3, pp. 483-486
Persistent link: https://www.econbiz.de/10009674259
Cover Image
Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap
Arghyrou, Michael Georgiou; Gregoriou, Andros - In: Economics letters 95 (2007) 2, pp. 285-290
Persistent link: https://www.econbiz.de/10003460484
Cover Image
Bootstrap innovational outlier unit root tests in dependent panels
Costantini, Mauro; Gutierrez, Luciano - In: Economics letters 117 (2012) 3, pp. 817-819
Persistent link: https://www.econbiz.de/10009682646
Cover Image
Performance of LM-type unit root tests with trend break : a bootstrap approach
Chou, Win-lin; Corchón, Luis C. - In: Economics letters 94 (2007) 1, pp. 76-82
Persistent link: https://www.econbiz.de/10003404027
Cover Image
On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap
Bisaglia, Luisa; Procidano, Isabella - In: Economics letters 77 (2002) 3, pp. 343-347
Persistent link: https://www.econbiz.de/10001711498
Cover Image
On bootstrap implementation of likelihood ratio test for a unit root
Skrobotov, Anton - In: Economics letters 171 (2018), pp. 154-158
Persistent link: https://www.econbiz.de/10012021848
Cover Image
The Prebish-Singer hypothesis in the post-colonial era : evidence from panel cointegration
Di Iorio, Francesca; Fachin, Stefano - In: Economics letters 166 (2018), pp. 86-89
Persistent link: https://www.econbiz.de/10012011949
Cover Image
On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data
Karanasos, Menelaos; Sekioua, S. H.; Zeng, N. - In: Economics letters 90 (2006) 2, pp. 163-169
Persistent link: https://www.econbiz.de/10003275737
Cover Image
Properties of recursive trend-adjusted unit root tests
Rodriguez, Paulo M. M. - In: Economics letters 91 (2006) 3, pp. 413-419
Persistent link: https://www.econbiz.de/10003333696