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Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Giles, David E. A.; Godwin, Ryan T. - In: Applied economics letters 19 (2012) 16/18, pp. 1561-1565
Persistent link: https://www.econbiz.de/10009684132
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Behaviour of cointegration tests in the presence of structural breaks in variance
Noh, Jaesun; Kim, Tae-hwan - In: Applied economics letters 10 (2003) 15, pp. 999-1002
Persistent link: https://www.econbiz.de/10001876763
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Size properties of Lagrange Multiplier cointegration tests in the presence of structural breaks
Tam, Pui Sun - In: Applied economics letters 19 (2012) 10/12, pp. 1061-1064
Persistent link: https://www.econbiz.de/10009655112
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Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu; Tiwari, Aviral Kumar; Wohar, … - In: Applied economics letters 28 (2021) 6, pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
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Capital-enhanced equilibrium exchange rate : evidence from India
Prabheesh, K. P.; Garg, Bhavesh - In: Applied economics letters 25 (2018) 19, pp. 1393-1397
Persistent link: https://www.econbiz.de/10012137373
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Are per capita CO2 emissions increasing among OECD countries? : a test of trends and breaks
Yamazaki, Satoshi; Tian, Jing; Doko Tchatoka, Firmin - In: Applied economics letters 21 (2014) 7/9, pp. 569-572
Persistent link: https://www.econbiz.de/10010414797
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The US real GNP is trend-stationary after all
Omay, Tolga; Gupta, Rangan; Bonaccolto, Giovanni - In: Applied economics letters 24 (2017) 7/9, pp. 510-514
Persistent link: https://www.econbiz.de/10011712414
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On IVX-based structural break tests in univariate predictive regressions
Fei, Yijie - In: Applied economics letters 31 (2024) 16, pp. 1535-1545
Persistent link: https://www.econbiz.de/10015075480
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Evidence on PPP from a cointegration test with multiple structural breaks
Narayan, Paresh Kumar; Narayan, Seema; Prasad, Arti - In: Applied economics letters 16 (2009) 1/3, pp. 5-8
Persistent link: https://www.econbiz.de/10003822531
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Convergence of fiscal policies in EMU : a unit root tests analysis with structural break
Blot, Christophe; Serranito, Francisco - In: Applied economics letters 13 (2006) 4, pp. 211-216
Persistent link: https://www.econbiz.de/10003382396