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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
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Bootstrapping unit root tests with covariates
Chang, Yoosoon; Sickles, Robin C.; Song, Wonho - In: Econometric reviews 36 (2017) 1/3, pp. 136-155
Persistent link: https://www.econbiz.de/10011795024
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The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava; Wagner, Martin - In: Econometric reviews 25 (2006) 1, pp. 85-116
Persistent link: https://www.econbiz.de/10003309359
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A panel unit root test with good power in small samples
Lopez, Claude - In: Econometric reviews 28 (2009) 4, pp. 295-313
Persistent link: https://www.econbiz.de/10003864005
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A note on unit root tests with infinite variance noise
Samarakoon, D. M. Mahinda; Knight, Keith - In: Econometric reviews 28 (2009) 4, pp. 314-334
Persistent link: https://www.econbiz.de/10003864019
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Tests for a unit root using three-regime TAR models : power comparison and some applications
Maki, Daiki - In: Econometric reviews 28 (2009) 4, pp. 335-363
Persistent link: https://www.econbiz.de/10003864021
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Pairwise tests of purchasing power parity
Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - In: Econometric reviews 28 (2009) 6, pp. 495-521
Persistent link: https://www.econbiz.de/10003881179
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Bootstrap M unit root tests
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric reviews 28 (2009) 5, pp. 393-421
Persistent link: https://www.econbiz.de/10003873063
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Simulating properties of the likelihood ratio test for a unit root in an explosive second-order autoregression
Nielsen, Bent; Reade, J. James - In: Econometric reviews 26 (2007) 5, pp. 487-501
Persistent link: https://www.econbiz.de/10003549297
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Assessing and improving the performance of nearly efficient unit root tests in small samples
Broda, Simon; Carstensen, Kai; Paolella, Marc S. - In: Econometric reviews 28 (2009) 5, pp. 468-494
Persistent link: https://www.econbiz.de/10003873093