Narrow search
Showing 1 - 10 of 1,712
Cover Image
A wavelet-based panel unit-root test in the presence of an unknown structural break and cross-sectional dependency, with an application of purchasing power parity theory in develop...
Almasri, A.; Månsson, K.; Sjölander, Pär; Shukur, Ghazi - In: Applied economics 49 (2017) 21, pp. 2096-2105
Persistent link: https://www.econbiz.de/10011817115
Cover Image
Bayesian analysis of periodic unit roots in the presence of a break
Vosseler, Alexander; Weber, Enzo - In: Applied economics 49 (2017) 38, pp. 3841-3862
Persistent link: https://www.econbiz.de/10011819948
Cover Image
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
Cover Image
Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks
Hooi Hooi Lean; Smyth, Russell - In: Applied economics 47 (2015) 16/18, pp. 1710-1721
Persistent link: https://www.econbiz.de/10010511983
Cover Image
Size and power properties of structural break unit root tests
Narayan, Paresh Kumar; Popp, Stephan - In: Applied economics 45 (2013) 4/6, pp. 721-728
Persistent link: https://www.econbiz.de/10009716397
Cover Image
Costs of misspecification in break-model unit-root tests
Maican, Florín G.; Sweeney, Richard J. - In: Applied economics 46 (2014) 1/3, pp. 111-118
Persistent link: https://www.econbiz.de/10010354074
Cover Image
Smooth structural breaks and the stationarity of the yen real exchange rates
Zhou, Su; Kutan, Ali Mustafa - In: Applied economics 46 (2014) 10/12, pp. 1150-1159
Persistent link: https://www.econbiz.de/10010399378
Cover Image
On real interest rate persistence : the role of breaks
Haug, Alfred Albert - In: Applied economics 46 (2014) 10/12, pp. 1058-1066
Persistent link: https://www.econbiz.de/10010399450
Cover Image
Analyzing the hysteresis properties and growth stability of renewable energy production of the U.S.
Lee, Chien-chiang; Ranjbar, Omid; Lee, Chi-Chuan - In: Applied economics 53 (2021) 24, pp. 2752-2770
Persistent link: https://www.econbiz.de/10012501412
Cover Image
Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile unit root test
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Elmi, Zahra Mila - In: Applied economics 50 (2018) 4, pp. 441-454
Persistent link: https://www.econbiz.de/10011846997