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Unit root testing with stationary covariates and a structural break in the trend function

Fossati, Sebastian - 2011

Persistent link: https://www.econbiz.de/10009501351

Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector

Narayan, Paresh Kumar; Narayan, Seema; Popp, Stephan; … - In: Applied economics 47 (2015) 22/24, pp. 2359-2378

Persistent link: https://www.econbiz.de/10010516625

Lag length selection for unit root tests in the presence of nonstationary volatility

Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - In: Econometric reviews 34 (2015) 1/5, pp. 512-536

Persistent link: https://www.econbiz.de/10011373261

Spurious results in the analysis of longitudinal data in organizational research

Braun, Michael T.; Kuljanin, Goran; DeShon, Richard P. - In: Organizational research methods : ORM 16 (2013) 2, pp. 302-330

Persistent link: https://www.econbiz.de/10009761180

Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization

Tam, Pui Sun - In: Applied economics 45 (2013) 22/24, pp. 3495-3511

Persistent link: https://www.econbiz.de/10010345347

Relationship between major developed equity markets and major : frontier equity markets of world

Baig, Muhammad Mansoor; Bilal, Muhammad; Aslam, Waheed - In: Acta Universitatis Danubius / Oeconomica 12 (2016) 1, pp. 182-196

Persistent link: https://www.econbiz.de/10011527086

Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests

Peng, Yi-Ting; Chang, Tsangyao; Ranjbar, Omid - In: The Manchester School 90 (2022) 4, pp. 453-471

Persistent link: https://www.econbiz.de/10013275644

Unemployment hysteresis in Middle East and North Africa countries : panel SUR-based unit root test with a Fourier function

Awolaja, Oladapo Gbenga; Yaya, OlaOluwa S.; Ogbonna, … - In: Middle East development journal : a publication of the … 13 (2021) 2, pp. 318-334

Persistent link: https://www.econbiz.de/10012694039

Testing for output convergence : a re-examination

Cheung, Yin-Wong; Pascual, Antonio I. Garcia - 2000

This paper investigates output convergence for the G7 countries using multivariate time series techniques. We consider both the null hypotheses of no convergence and convergence. It is shown that inferences on output convergence depend on which one of the two null hypotheses is considered....

Persistent link: https://www.econbiz.de/10009781596

Testing for a unit root with nonstationary nonlinear heteroskedasticity

Tu, Yundong; Chan, Nigel; Wang, Qiying - In: Econometric reviews 39 (2020) 9, pp. 904-929

Persistent link: https://www.econbiz.de/10012295588

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