Narrow search
Showing 1 - 10 of 1,221
Cover Image
Deterministic seasonality in Dickey-Fuller tests : should we care?
Lopes, Artur C. B. da Silva - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 165-182
Persistent link: https://www.econbiz.de/10003307069
Cover Image
Considering seasonal unit root in a demand system : an empirical approach
Silva, Andres; Dharmasena, Senarath - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1443-1463
Persistent link: https://www.econbiz.de/10011643832
Cover Image
Is real GDP stationary? : evidence from a panel unit root test with cross-sectional dependence and historical data
Aslanidis, Nektarios; Fountas, Stilianos - In: Empirical economics : a journal of the Institute for … 46 (2014) 1, pp. 101-108
Persistent link: https://www.econbiz.de/10010246826
Cover Image
Testing
Bergbauer, Annika - 2018
School systems regularly use student assessments for accountability purposes. But, as highlighted by our conceptual model, different configurations of assessment usage generate performance-conducive incentives of different strengths for different stakeholders in different school environments. We...
Persistent link: https://www.econbiz.de/10012910939
Cover Image
The prices of silver and exchange rates in a metallic monetary system : the cases of India and Iran
Hasan, Mohammed S. - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 195-206
Persistent link: https://www.econbiz.de/10003307073
Cover Image
Cyclical non-stationarity in commodity prices
Oglend, Atle; Asche, Frank - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1465-1479
Persistent link: https://www.econbiz.de/10011647093
Cover Image
Forecasting Random Walks Under Drift Instability
Pesaran, M. Hashem - 2011
This paper considers forecast averaging when the same model is used but estimation is carried out over different … estimation windows. It develops theoretical results for random walks when their drift and/or volatility are subject to one or … more structural breaks. It is shown that compared to using forecasts based on a single estimation window, averaging over …
Persistent link: https://www.econbiz.de/10012756639
Cover Image
Tests for cointegration rank and the initial condition
Ahlgren, Niklas; Juselius, Mikael - In: Empirical economics : a journal of the Institute for … 42 (2012) 3, pp. 667-691
Persistent link: https://www.econbiz.de/10009547172
Cover Image
Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001724101
Cover Image
On the power of bootstrap tests for stationarity : a Monte Carlo comparison
Gulesserian, Sevan G.; Kejriwal, Mohitosh - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 973-998
Persistent link: https://www.econbiz.de/10010344368