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Statistical adequacy and the testing of trend versus difference stationarity
Andreou, Elena; Spanos, Aris - In: Econometric reviews 22 (2003) 3, pp. 217-237
Persistent link: https://www.econbiz.de/10001786916
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Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 1)
Perron, Pierre - In: Econometric reviews 22 (2003) 3, pp. 239-245
Persistent link: https://www.econbiz.de/10001786918
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Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 2)
Lumsdaine, Robin L. - In: Econometric reviews 22 (2003) 3, pp. 247-252
Persistent link: https://www.econbiz.de/10001786919
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Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 3)
Nymoen, Ragnar - In: Econometric reviews 22 (2003) 3, pp. 253-260
Persistent link: https://www.econbiz.de/10001786920
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Linear vs. log-linear unit-root specification : an application of mis-specification encompassing
Spanos, Aris; Hendry, David F.; Reade, J. James - In: Oxford bulletin of economics and statistics 70 (2008), pp. 829-847
Persistent link: https://www.econbiz.de/10003787677
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Unit root testing using covariates : some theory and evidence
Caporale, Guglielmo Maria; Pittis, Nikitas - 1997
Persistent link: https://www.econbiz.de/10000632892
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Irrelevant but highly persistent instruments in stationary regressions with endogeneous variables containing near-to-unit roots
Panopulu, Aikaterinē; Kourogenis, Nicolaos; Pittis, Nikitas - 2006
Persistent link: https://www.econbiz.de/10003292260
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Unit roots versus other types of time heterogeneity, parameter time dependence and superexogeneity
Caporale, Guglielmo Maria; Pittis, Nikitas - In: Journal of forecasting 21 (2002) 3, pp. 207-223
Persistent link: https://www.econbiz.de/10001662956
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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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Unit roots and long-run causality : the case of output and financial variables
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1995
Persistent link: https://www.econbiz.de/10000909158