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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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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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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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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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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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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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Response surfaces estimates for the Dickey-Fullet unit root test with structural breaks
Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - In: Economics letters 63 (1999) 3, pp. 279-283
Persistent link: https://www.econbiz.de/10001398932
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A residual based test for the numm hypothesis of cointegration
Xiao, Zhijie - In: Economics letters 64 (1999) 2, pp. 133-141
Persistent link: https://www.econbiz.de/10001399210
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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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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