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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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On the joint Fourier-ESTAR testing of PPP
Firoozi, Fathali; Lien, Da-hsiang Donald - In: Applied economics letters 23 (2016) 13/15, pp. 979-983
Persistent link: https://www.econbiz.de/10011629313
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Is the Indian stock market efficient? : evidence from a TAR model with an autoregressive unit root
Mishra, Ankita; Mishra, Vinod - In: Applied economics letters 18 (2011) 4/6, pp. 467-472
Persistent link: https://www.econbiz.de/10009232957
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Pricing efficiency and market efficiency of two bitcoin funds
Shynkevich, Andrei - In: Applied economics letters 27 (2020) 20, pp. 1623-1628
Persistent link: https://www.econbiz.de/10012315724
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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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Asymmetric effects of shocks on TFP
Arbex, Marcelo; Caetano, Sidney Martins; Souza, Michel … - In: Applied economics letters 25 (2018) 3, pp. 206-210
Persistent link: https://www.econbiz.de/10011853843
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Sustainability of current accounts : evidence from the quantile unit-root test
Kuo, Chen-Yin - In: Applied economics letters 23 (2016) 10/12, pp. 747-755
Persistent link: https://www.econbiz.de/10011628492
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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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A variance ratio test of the behaviour of Chinese stock indices
Zhang, Bing; Li, Xindan - In: Applied economics letters 15 (2008) 7/9, pp. 567-571
Persistent link: https://www.econbiz.de/10003741319
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The weak-form efficiency of Asian stock markets : new evidence from generalized spectral martingale test
Lim, Kian-Ping; Luo, Weiwei - In: Applied economics letters 19 (2012) 10/12, pp. 905-908
Persistent link: https://www.econbiz.de/10009656702