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Testing for unit roots in flow data sampled at different frequencies
Ng, Serena - In: Economics letters 47 (1995) 3, pp. 237-242
Persistent link: https://www.econbiz.de/10001178231
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Fractional integration, trend stationarity and difference stationarity : evidence from some UK macroeconomic time series
Chambers, Marcus J. - In: Economics letters 50 (1996) 1, pp. 19-24
Persistent link: https://www.econbiz.de/10001194178
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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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The CUSUM test based on least squares residuals in regressions with integrated variables
Wright, Jonathan H. - In: Economics letters 41 (1993) 4, pp. 353-358
Persistent link: https://www.econbiz.de/10001144907
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Effects of data aggregation on the power of tests for a unit root : a simulation study
Choi, In - In: Economics letters 40 (1992) 4, pp. 397-401
Persistent link: https://www.econbiz.de/10001151310
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On stationary tests in the presence of structural breaks
Lee, Junsoo - In: Economics letters 55 (1997) 2, pp. 165-172
Persistent link: https://www.econbiz.de/10001227367
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Consistency of the KPSS unit root test against fractionally integrated alternative
Lee, Hyung S. - In: Economics letters 55 (1997) 2, pp. 151-160
Persistent link: https://www.econbiz.de/10001227371
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Moving average filters and unit roots
Franses, Philip Hans - In: Economics letters 37 (1991) 4, pp. 399-403
Persistent link: https://www.econbiz.de/10001120373
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A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan Peter Martin - In: Economics letters 213 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
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Large deviation asymptotics for statistical treatment rules
Otsu, Taisuke - In: Economics letters 101 (2008) 1, pp. 53-56
Persistent link: https://www.econbiz.de/10003787463