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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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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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Real convergence in West African Economic and Monetary Union (WAEMU)
Bah, Mohamed Siry - In: Economics letters 135 (2015), pp. 19-23
Persistent link: https://www.econbiz.de/10011434771
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Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping; Li, Yanglin; Wen, Kuangyu - In: Economics letters 205 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
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Alternative unit root testing strategies using the Fourier approximation
Su, Jen-je; Nguyen, Jeremy K. - In: Economics letters 121 (2013) 1, pp. 8-11
Persistent link: https://www.econbiz.de/10010187129
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A robust test for predictability with unknown persistence
Liu, Guannan; Yao, Shuang - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
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An analysis of inflation and interest rates : new panel unit root results in the presence of structural breaks
Costantini, Mauro; Lupi, Claudio - In: Economics letters 95 (2007) 3, pp. 408-414
Persistent link: https://www.econbiz.de/10003476332
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International capital mobility : evidence from panel cointegration tests
Adedeji, Olumuyiwa S.; Thornton, John - In: Economics letters 99 (2008) 2, pp. 349-352
Persistent link: https://www.econbiz.de/10003723809
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Testing for PPP : the erratic behaviour of unit root tests
Caporale, Guglielmo Maria; Pittis, Nikitas; Sakellis, … - In: Economics letters 80 (2003) 2, pp. 277-284
Persistent link: https://www.econbiz.de/10001774211
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The Prebish-Singer hypothesis in the post-colonial era : evidence from panel cointegration
Di Iorio, Francesca; Fachin, Stefano - In: Economics letters 166 (2018), pp. 86-89
Persistent link: https://www.econbiz.de/10012011949