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On the power of GLS-type unit root tests
Burridge, Peter; Taylor, Robert - In: Oxford bulletin of economics and statistics 62 (2000) 5, pp. 633-645
Persistent link: https://www.econbiz.de/10003465518
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Tests for multiple breaks in the trend with stationary or integrated shocks
Sobreira, Nuno; Nunes, Luis C. - In: Oxford bulletin of economics and statistics 78 (2016) 3, pp. 394-411
Persistent link: https://www.econbiz.de/10011494825
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Tests for stationarity in series with endogenously determined structural change
Harvey, David I.; Mills, Terence C. - In: Oxford bulletin of economics and statistics 66 (2004) 5, pp. 863-894
Persistent link: https://www.econbiz.de/10002460761
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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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The yen real exchange rate may be stationary after all : evidence from non-linear unit-root tests
Chortareas, Georgios E.; Kapetanios, George - In: Oxford bulletin of economics and statistics 66 (2004) 1, pp. 113-131
Persistent link: https://www.econbiz.de/10002069702
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Testing for unit roots and cointegration using panel data : theory and applications
Banerjee, Anindya (contributor) - 1999
Persistent link: https://www.econbiz.de/10001435644
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Seasonal unit root tests with structural breaks in deterministic seasonality
Balcombe, Kelvin G. - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 569-582
Persistent link: https://www.econbiz.de/10001437433
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Unit root testing using covariates : some theory and evidence
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 583-595
Persistent link: https://www.econbiz.de/10001437434
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A comparative study of unit root tests with panel data and a new simple test
Maddala, Gangadharrao S.; Wu, Shaowen - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 631-652
Persistent link: https://www.econbiz.de/10001437529
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A unit root test using a Fourier series to approximate smooth breaks
Enders, Walter; Lee, Junsoo - In: Oxford bulletin of economics and statistics 74 (2012) 4, pp. 574-599
Persistent link: https://www.econbiz.de/10010219892