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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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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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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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Periodic and seasonal (co-)integration in the state space framework
Bauer, Dietmar - In: Economics letters 174 (2019), pp. 165-168
Persistent link: https://www.econbiz.de/10012121077
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The Phillips unit root tests for polynomials of integrated processes revisited
Stypka, Oliver; Wagner, Martin - In: Economics letters 176 (2019), pp. 109-113
Persistent link: https://www.econbiz.de/10012121247
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A unit root test against globally stationary ESTAR models when local condition is non-stationary
Hu, Junjuan; Chen, Zhenlong - In: Economics letters 146 (2016), pp. 89-94
Persistent link: https://www.econbiz.de/10011619120
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A nonparametric unit root test under nonstationary volatility
Eroğlu, Burak Alparslan; Yigit, Taner M. - In: Economics letters 140 (2016), pp. 6-10
Persistent link: https://www.econbiz.de/10011615687
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A time series paradox : unit root tests perform poorly when data are cointegrated
Reed, W. Robert; Smith, Aaron D. - In: Economics letters 151 (2017), pp. 71-74
Persistent link: https://www.econbiz.de/10011742136
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Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis
Yang, Lixiong; Lee, Chingnun; Su, Jen-je - In: Economics letters 159 (2017), pp. 128-133
Persistent link: https://www.econbiz.de/10011903459
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Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku; Lütkepohl, Helmut - In: Economics letters 75 (2002) 1, pp. 109-114
Persistent link: https://www.econbiz.de/10001650898