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1
Powerful nonparametric seasonal unit root tests
Eroğlu, Burak Alparslan
;
Göğebakan, Kemal Çağlar
; …
- In:
Economics letters
167
(
2018
),
pp. 75-80
Persistent link: https://www.econbiz.de/10012015793
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2
Properties of recursive trend-adjusted unit root tests
Rodriguez, Paulo M. M.
- In:
Economics letters
91
(
2006
)
3
,
pp. 413-419
Persistent link: https://www.econbiz.de/10003333696
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3
Initial conditions and stationarity tests
Busetti, Fabio
- In:
Economics letters
105
(
2009
)
3
,
pp. 296-299
Persistent link: https://www.econbiz.de/10003931092
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Purchasing power parity analyzed through a continuous-time version of the ESTAR model
Nicolau, João
- In:
Economics letters
110
(
2011
)
3
,
pp. 182-185
Persistent link: https://www.econbiz.de/10009241553
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5
LM threshold unit root tests
Lee, Junsoo
;
Strazicich, Mark
;
Yu, Byungchul
- In:
Economics letters
110
(
2011
)
2
,
pp. 113-116
Persistent link: https://www.econbiz.de/10009241684
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6
Testing the Unit root hypothesis against TAR nonlinearity using STAR-based tests
Sollis, Robert
- In:
Economics letters
112
(
2011
)
1
,
pp. 19-22
Persistent link: https://www.econbiz.de/10009242181
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7
Markov-switching models and the unit root hypothesis in real US GDP
Camacho, Maximo
- In:
Economics letters
112
(
2011
)
2
,
pp. 161-164
Persistent link: https://www.econbiz.de/10009243365
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8
Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing
Omay, Tolga
- In:
Economics letters
134
(
2015
),
pp. 123-126
Persistent link: https://www.econbiz.de/10011432370
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9
Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
Lee, Hyejin
;
Meng, Ming
;
Lee, Junsoo
- In:
Economics letters
117
(
2012
)
1
,
pp. 214-216
Persistent link: https://www.econbiz.de/10009697821
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10
The multivariate Beveridge-Nelson decomposition with I (1) and I (2) series
Mursawa, Yasumoto
- In:
Economics letters
137
(
2015
),
pp. 157-162
Persistent link: https://www.econbiz.de/10011436356
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