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Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
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Impulse response analysis in a misspecified DSGE model : a comparison of full and limited information techniques
Giesen, Sebastian; Scheufele, Rolf - In: Applied economics letters 23 (2016) 1/3, pp. 162-166
Persistent link: https://www.econbiz.de/10011414505
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Nonlinear beahviour in EMBI series from Eastern Europe : evidence of 'window size effect'
Espinosa Méndez, Christian; Gorigoitía, Juan; … - In: Applied economics letters 21 (2014) 1/3, pp. 107-112
Persistent link: https://www.econbiz.de/10010238949
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Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective
Shen, Xin; Holmes, Mark J. - In: Applied economics letters 21 (2014) 1/3, pp. 189-195
Persistent link: https://www.econbiz.de/10010239896
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PPP in emerging markets : evidence from Fourier non-linear quantile unit root analysis
Nazlıoğlu, Şaban; Altuntas, Mehmet; Kilic, Emre - In: Applied economics letters 29 (2022) 8, pp. 731-737
Persistent link: https://www.econbiz.de/10013171045
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A new unit root test based on F-statistic in ESTAR framework
Wang, Shaoping; Yu, Jiyu - In: Applied economics letters 24 (2017) 19, pp. 1412-1416
Persistent link: https://www.econbiz.de/10011852649
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Nonlinear dynamics in crude oil benchmarks : an AMH perspective
Varghese, George; Madhavan, Vinodh - In: Applied economics letters 26 (2019) 21, pp. 1798-1801
Persistent link: https://www.econbiz.de/10012204932
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One world several technologies? : a nonparametric test of club technology convergence
Walheer, Barnabé - In: Applied economics letters 31 (2024) 13, pp. 1234-1242
Persistent link: https://www.econbiz.de/10014558808
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Event studies correcting for nonnormality using the wild bootstrap
Gregoriou, Andros - In: Applied economics letters 21 (2014) 13/15, pp. 1054-1056
Persistent link: https://www.econbiz.de/10010418235
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PPP test for Asian countries and regions : new evidence from a wild bootstrap AESTAR test
Wang, Shaoping; Yang, Yang - In: Applied economics letters 24 (2017) 13/15, pp. 1046-1050
Persistent link: https://www.econbiz.de/10011716569