Similar Search Results - EconBiz

A time series paradox : unit root tests perform poorly when data are cointegrated

Reed, W. Robert; Smith, Aaron D. - 2016

Persistent link: https://www.econbiz.de/10011592764

Spectral approach to parameter-free unit root testing

Bailey, Natalia; Giraitis, Liudas - 2015

A relatively simple frequency-type testing procedure for unit root potentially contaminated by an additive stationary noise is introduced, which encompasses general settings and allows for linear trends. The proposed test for unit root versus stationarity is based on a finite number of...

Persistent link: https://www.econbiz.de/10010517695

Testing for unit roots with cointergated data

Reed, W. Robert - 2015

Persistent link: https://www.econbiz.de/10011296226

Unit root tests, size distortions, and cointegrated data

Reed, W. Robert - 2014

Persistent link: https://www.econbiz.de/10011296518

Univariate unit root tests perform poorly when data are cointegrated

Reed, W. Robert - 2016 - Revised edition

Persistent link: https://www.econbiz.de/10011514491

The Yen real exchange rate may be stationary after all : evidence from nonlinear unit-root tests

Chortareas, Georgios E. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868157

Ten things we should know about time series

McAleer, Michael; Oxley, Les - 2010

Persistent link: https://www.econbiz.de/10008688841

Cliometrics and time series econometrics : some theory and applications

Greasley, David; Oxley, Les - 2010

Persistent link: https://www.econbiz.de/10008695600

Panel data unit roots tests : the role of serial correlation and the time dimension

De Wachter, Stefan (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003262998

Trends in temperature data : micro-foundations of their nature

Gadea, María Dolores; Gonzalo, Jesús; Ramos, Andrey - 2023

Persistent link: https://www.econbiz.de/10014447464

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