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Is real GDP stationary? : evidence from a panel unit root test with cross-sectional dependence and historical data
Aslanidis, Nektarios; Fountas, Stilianos - In: Empirical economics : a journal of the Institute for … 46 (2014) 1, pp. 101-108
Persistent link: https://www.econbiz.de/10010246826
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Combination of "combinations of p values"
Cheng, Lan; Sheng, Xuguang - In: Empirical economics : a journal of the Institute for … 53 (2017) 1, pp. 329-350
Persistent link: https://www.econbiz.de/10011941327
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Panel LM unit-root tests with level shifts
Im, KyungSo; Lee, Jungsoo; Tieslau, Margie A. - In: Oxford bulletin of economics and statistics 67 (2005) 3, pp. 393-419
Persistent link: https://www.econbiz.de/10002845656
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Detection of structural change in the long-run persistence in a univariate time series
Kurozumi, Eiji - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 181-206
Persistent link: https://www.econbiz.de/10002693262
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Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001724101
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Tests for cointegration rank and the initial condition
Ahlgren, Niklas; Juselius, Mikael - In: Empirical economics : a journal of the Institute for … 42 (2012) 3, pp. 667-691
Persistent link: https://www.econbiz.de/10009547172
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On the power of bootstrap tests for stationarity : a Monte Carlo comparison
Gulesserian, Sevan G.; Kejriwal, Mohitosh - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 973-998
Persistent link: https://www.econbiz.de/10010344368
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Nonlinear alternatives to unit root tests and public finances sustainability : some evidence from Latin American and Caribbean countries
Chortareas, Georgios E.; Kapetanios, George; Uctum, Merih - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 645-663
Persistent link: https://www.econbiz.de/10003759120
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Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity
Grobys, Klaus - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 1189-1202
Persistent link: https://www.econbiz.de/10011304126
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The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
Leung, Siu Fai; Yu, Shihti - In: Empirical economics : a journal of the Institute for … 26 (2001) 4, pp. 721-726
Persistent link: https://www.econbiz.de/10001625682