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Partial unit root and linear spurious regression : a Monte Carlo simulation study
Zhang, Lingxiang - In: Economics letters 118 (2013) 1, pp. 189-191
Persistent link: https://www.econbiz.de/10009706822
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A simple test for nonstationarity in mixed panels with incidental trends
Westerlund, Joakim - In: Economics letters 125 (2014) 2, pp. 160-163
Persistent link: https://www.econbiz.de/10010505429
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Asymptotic theory for linear diffusions under alternative sampling schemes
Zhou, Qiankun; Yu, Jun - In: Economics letters 128 (2015), pp. 1-5
Persistent link: https://www.econbiz.de/10011382885
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Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.; Leybourne, Stephen James - In: Economics letters 122 (2014) 1, pp. 64-68
Persistent link: https://www.econbiz.de/10010393959
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Unit root testing in integer-valued AR (1) models
Hellström, Jörgen - In: Economics letters 70 (2001) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10001534695
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Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators
Shin, Dong-wan; So, Beong Soo - In: Economics letters 71 (2001) 2, pp. 181-189
Persistent link: https://www.econbiz.de/10001569101
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Quantiles for t-statistics based on M-estimators of unit roots
Abadir, Karim Maher; Lucas, André - In: Economics letters 67 (2000) 2, pp. 131-137
Persistent link: https://www.econbiz.de/10001471315
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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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Semiparametric selection of seasonal cointegrating ranks using information criteria
Seong, Byeongchan - In: Economics letters 120 (2013) 3, pp. 592-595
Persistent link: https://www.econbiz.de/10010187163
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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