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Rethinking the univariate approach to panel unit root testing : using covariates to resolve the incidental trend problem
Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 430-443
Persistent link: https://www.econbiz.de/10011391381
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A nonparametric test of the predictive regression model
Juhl, Ted - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 387-394
Persistent link: https://www.econbiz.de/10010488497
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Confidence intervals for univariate impulse responses with a near unit root
Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 368-373
Persistent link: https://www.econbiz.de/10001493869
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Unit root testing in heteroscedastic panels using the Cauchy estimator
Demetrescu, Matei; Hanck, Christoph - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 256-264
Persistent link: https://www.econbiz.de/10009657345
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Testing for shifts in trend with an integrated or stationary noise component
Perron, Pierre; Yabu, Tomoyoshi - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 3, pp. 369-396
Persistent link: https://www.econbiz.de/10003893884
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A simple test for nonstationarity in mixed panels
Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 1, pp. 113-127
Persistent link: https://www.econbiz.de/10003625272
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Heterocedasticity robust panel unit root tests
Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 112-135
Persistent link: https://www.econbiz.de/10010380473
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HAC corrections for strongly autocorrelated time series
Müller, Ulrich K. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10010488557
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An unobserved-component model with switching permanent and transitory innovations
Kuan, Chung-ming; Huang, Yu-lieh; Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 443-454
Persistent link: https://www.econbiz.de/10003193476
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Optimal power for testing potential cointegrating vectors with known parameters for nonstationarity
Elliott, Graham; Jansson, Michael; Pesavento, Elena - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 1, pp. 34-48
Persistent link: https://www.econbiz.de/10002583950