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Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates

Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - In: Oxford bulletin of economics and statistics 77 (2015) 5, pp. 740-759

Persistent link: https://www.econbiz.de/10011383823

On the power of GLS-type unit root tests

Burridge, Peter; Taylor, Robert - In: Oxford bulletin of economics and statistics 62 (2000) 5, pp. 633-645

Persistent link: https://www.econbiz.de/10003465518

Measuring conditional persistence in nonlinear time series

Kapetanios, George - In: Oxford bulletin of economics and statistics 69 (2007) 3, pp. 363-386

Persistent link: https://www.econbiz.de/10003467586

The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests

Chortareas, Georgios E. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003378760

Testing for a change in persistence in the presence of a volatility shift

Cavaliere, Giuseppe; Taylor, Robert - In: Oxford bulletin of economics and statistics 68 (2006), pp. 761-781

Persistent link: https://www.econbiz.de/10003393459

Exponent of cross-sectional dependence : estimation and inference

Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012

An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...

Persistent link: https://www.econbiz.de/10009488893