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Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar; Narayan, Seema; Popp, Stephan; … - In: Applied economics 47 (2015) 22/24, pp. 2359-2378
Persistent link: https://www.econbiz.de/10010516625
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Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization
Tam, Pui Sun - In: Applied economics 45 (2013) 22/24, pp. 3495-3511
Persistent link: https://www.econbiz.de/10010345347
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Detecting multiple factors in panel data : an application on the growth of local regions in China
Chen, W. D. - In: Applied economics 48 (2016) 37/39, pp. 3558-3568
Persistent link: https://www.econbiz.de/10011620821
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Time-specific disturbances and cross-sectional dependency in a small-sample heterogeneous panel data unit root test
Jönsson, Kristian - In: Applied economics 38 (2006) 11, pp. 1309-1317
Persistent link: https://www.econbiz.de/10003340433
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Assessing the mean reversion behaviour of fiscal policy : the perspective of Asian countries
Evan Lau; Baharumshah, Ahmad Zubaidi - In: Applied economics 41 (2009) 13/15, pp. 1939-1949
Persistent link: https://www.econbiz.de/10003862774
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A unified approach to detecting unit root and structural break
Fukuda, Kosei - In: Applied economics 39 (2007) 1/3, pp. 279-289
Persistent link: https://www.econbiz.de/10003427301
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Is there a unit root in the inflation rate? : new evidence from panel data models with multiple structural breaks
Narayan, Paresh Kumar; Narayan, Seema - In: Applied economics 42 (2010) 13/15, pp. 1661-1670
Persistent link: https://www.econbiz.de/10008737344
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Are Asian real exchange rates mean reverting? : evidence from univariate and panel LM unit root tests with one and two structural breaks
Hooi Hooi Lean; Smyth, Russell - In: Applied economics 39 (2007) 16/18, pp. 2109-2120
Persistent link: https://www.econbiz.de/10003589711
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Are real exchange rates nonlinear with a unit root? : evidence on PPP for Italy ; a note
Narayan, Paresh Kumar; Narayan, Seema - In: Applied economics 39 (2007) 19/21, pp. 2483-2488
Persistent link: https://www.econbiz.de/10003608185
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Testing for a unit root under the alternative hypothesis of ARIMA (0,2,1)
Halkos, George E.; Kevork, Ilias S. - In: Applied economics 39 (2007) 19/21, pp. 2753-2767
Persistent link: https://www.econbiz.de/10003609512