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A note on the size of the KPSS unit root test
Su, Jen-je; Amsler, Christine Elaine; Schmidt, Peter - In: Economics letters 117 (2012) 3, pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
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Spurious logarithms and the KPSS statistic
Jong, Robert M. de; Schmidt, Peter - In: Economics letters 76 (2002) 3, pp. 383-391
Persistent link: https://www.econbiz.de/10001691952
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The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
Han, Chirok; Schmidt, Peter - In: Economics letters 74 (2001) 1, pp. 61-66
Persistent link: https://www.econbiz.de/10001635465
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A modification of the Schmidt-Phillips unit root test
Schmidt, Peter - In: Economics letters 36 (1991) 3, pp. 285-289
Persistent link: https://www.econbiz.de/10001107893
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The KPSS stationarity test as a unit root test
Shin, Yongcheol - In: Economics letters 38 (1992) 4, pp. 387-392
Persistent link: https://www.econbiz.de/10001125470
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On the power of point optimal tests of the trend stationarity hypothesis
Hwang, Jaeyoun - In: Economics letters 43 (1993) 2, pp. 143-147
Persistent link: https://www.econbiz.de/10001153574
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Extended tabulations for Dickey-Fuller tests
Guilkey, David K. - In: Economics letters 31 (1989) 4, pp. 355-357
Persistent link: https://www.econbiz.de/10001080238
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Efficient GMM and MD estimation of autoregressive models
Kim, Yangseon; Qian, Hailong; Schmidt, Peter - In: Economics letters 62 (1999) 3, pp. 265-270
Persistent link: https://www.econbiz.de/10001398680
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Partial GLS regression
Qian, Hailong; Schmidt, Peter - In: Economics letters 79 (2003) 3, pp. 385-392
Persistent link: https://www.econbiz.de/10001755298
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Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters
Kim, Kihwan - In: Economics letters 34 (1990) 4, pp. 345-350
Persistent link: https://www.econbiz.de/10001096915