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Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
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Panel versus GARCH information in unit root testing with an application to financial markets
Westerlund, Joakim; Narayan, Paresh Kumar - In: Economic modelling 41 (2014), pp. 173-176
Persistent link: https://www.econbiz.de/10010438367
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Interdependence between India Stock Market and developed economies stock markets during major stock market crashes
Kannan, R. Kumara; Jesiah, Selvam - In: Finance India : the quarterly journal of Indian … 36 (2022) 2, pp. 537-550
Persistent link: https://www.econbiz.de/10013472761
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Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton - In: Journal of time series econometrics 6 (2014) 1, pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
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Do the lag lengths matter in terms of size and power properties of nonlinear unit root tests?
Hepsağ, Aycan - In: Selected topics in applied econometrics, (pp. 148-160). 2019
Persistent link: https://www.econbiz.de/10012286978
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Wavelet energy ratio unit root tests
Trokić, Mirza - In: Econometric reviews 38 (2019) 1, pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
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Bootstrap model averaging unit root inference
Hansen, Bruce E.; Racine, Jeffrey - In: Essays in honor of Subal Kumbhakar, (pp. 81-98). 2024
Persistent link: https://www.econbiz.de/10014559143
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Is Germany's GDP Trend-Stationary? A Measurement-With-Theory Approach / Ist das deutsche BIP trendstationär: Ein Measurement-With-Theory Ansatz
Lücke, Bernd - In: Jahrbücher für Nationalökonomie und Statistik 225 (2005) 1, pp. 60-76
Summary The time series properties of German GDP have been re-examined in recent research. Extending the sample to include GDP data from 1950 onwards, some researchers argued in favor of a trend-stationary rather than difference stationary representation of real log GDP. I show that this...
Persistent link: https://www.econbiz.de/10014609027
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The weak relation between foreign direct investment and corruption : a theoretical and econometric study
Evan, Tomáš; Bolotov, Ilya - In: Prague economic papers : a bimonthly journal of … 23 (2014) 4, pp. 474-492
Persistent link: https://www.econbiz.de/10011285586
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Energy consumption and foreign direct investment : a panel data analysis for Portugal
Leitão, Nuno Carlos - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 138-147
Persistent link: https://www.econbiz.de/10011287083