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Einheitswurzeltest
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Leybourne, Stephen James
5
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The econometrics journal
Economics letters
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Applied economics letters
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91
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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1
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 80-104
Persistent link: https://www.econbiz.de/10003648625
Saved in:
2
Joint hypothesis specification for unit root tests with a structural bank
Carrion i Silvestre, Josep Lluís
;
Sansó, Andreu
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 196-224
Persistent link: https://www.econbiz.de/10003352017
Saved in:
3
Unit root tests and structural change when the initial observation is drawn from its unconditional distribution
Liu, Hui
;
Rodriguez, Gabriel
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 225-251
Persistent link: https://www.econbiz.de/10003352019
Saved in:
4
Unit root tests in three-regime SETAR models
Kapetanios, George
;
Shin, Yongcheol
- In:
The econometrics journal
9
(
2006
)
2
,
pp. 252-278
Persistent link: https://www.econbiz.de/10003352022
Saved in:
5
How useful are tests for uni-root in distinguishing unit-root processes from stationary but non-linear processes?
Choi, Chi-young
;
Moh, Young-kyu
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 82-112
Persistent link: https://www.econbiz.de/10003451749
Saved in:
6
Panel unit root tests in the presence of cross-sectional dependence : finite sample performance and an application
Silva, S.\de
;
Hadri, Kaddour
;
Tremayne, Andrew R.
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 340-366
Persistent link: https://www.econbiz.de/10003875804
Saved in:
7
The empirical process of autoregressive residuals
Engler, Eric
;
Nielsen, Bent
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10003875827
Saved in:
8
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
9
Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
- In:
The econometrics journal
17
(
2014
)
3
,
pp. 338-372
Persistent link: https://www.econbiz.de/10010498715
Saved in:
10
Unit root tests for panel data with AR(1) errors and small T
De Blander, Rembert
;
Dhaene, Geert
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 101-124
Persistent link: https://www.econbiz.de/10009520545
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