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Is art market efficient? : Evidence from non-linear quantile unit-root tests
Kim, Myeong Jun; Park, Sung Y. - In: Applied economics letters 31 (2024) 15, pp. 1389-1396
Persistent link: https://www.econbiz.de/10015075376
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Testing for market efficiency in cryptocurrencies : evidence from a non-linear conditional quantile framework
Kim, Myeong Jun; Park, Sung Y. - In: Applied economics letters 30 (2023) 16, pp. 2245-2251
Persistent link: https://www.econbiz.de/10014364745
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Power comparison of invariant unit root tests
Vougas, Dimitrios V. - In: Applied economics letters 15 (2008) 7/9, pp. 509-512
Persistent link: https://www.econbiz.de/10003741289
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On the finite sample size and power of the generallized KPSS test in the presence of level breaks
Sephton, Peter S. - In: Applied economics letters 15 (2008) 10/12, pp. 833-843
Persistent link: https://www.econbiz.de/10003785755
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Unit root tests with smooth breaks : an application to the Nelson-Plosser data set
Pascalau, Razvan - In: Applied economics letters 17 (2010) 4/6, pp. 565-570
Persistent link: https://www.econbiz.de/10003980242
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Over-rejections by the weighted symmetric unit root test in multiple structural breaks
Matsuki, Takashi - In: Applied economics letters 14 (2007) 10/12, pp. 833-837
Persistent link: https://www.econbiz.de/10003589433
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Forecasting the stationary AR(1) with an almost unit root
Halkos, George E.; Kevork, Ilias S. - In: Applied economics letters 13 (2006) 12, pp. 789-793
Persistent link: https://www.econbiz.de/10003385607
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Revisiting unit roots in divorce rates
Korhonen, Marko; Puhakka, Mikko - In: Applied economics letters 22 (2015) 7/9, pp. 628-631
Persistent link: https://www.econbiz.de/10010529429
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Smooth transitions, asymmetric adjustment and unit roots
Cuestas, Juan Carlos; Ordóñez, Javier - In: Applied economics letters 21 (2014) 13/15, pp. 969-972
Persistent link: https://www.econbiz.de/10010418290
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Further evidence on purchasing power parity over two centuries with multiple changes in persistence
Yoon, Gawon - In: Applied economics letters 15 (2008) 13/15, pp. 1093-1096
Persistent link: https://www.econbiz.de/10003801236