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Subsampling Hypothesis Tests for Nonstationary Panels with Applications to Exchange Rates and Stock Prices

Choi, In; Chue, Timothy K. - 2005

This paper studies subsampling hypothesis tests for panel data that may be nonstationary, cross-sectionally correlated, and cross-sectionally cointegrated. The subsampling approach provides approximations to the finite sample distributions of the tests without estimating nuisance parameters. The...

Persistent link: https://www.econbiz.de/10014027534

Random walks and market efficiency : evidence from Indian stock market

Tripathy, Nalini Prava - In: International journal of economics and business research 6 (2013) 2, pp. 210-228

Persistent link: https://www.econbiz.de/10010351158

Three essays on unit roots and nonlinear co-integrated processes

Gaul, Jürgen - 2008

Persistent link: https://www.econbiz.de/10003773152

Tests for an end-of-sample bubble in financial time series

Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric reviews 36 (2017) 6/9, pp. 651-666

Persistent link: https://www.econbiz.de/10011795312

On testing for bubbles during hyperinflations

Morita, Rubens; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 25-37

Persistent link: https://www.econbiz.de/10014506885

Testing of weak market efficiency in Indian Stock Exchange employing variance ratio test

Yadav, Miklesh Prasad; Arora, Madhu - In: International journal of public sector performance … 6 (2020) 5, pp. 632-641

Persistent link: https://www.econbiz.de/10012516844

Testing the weak form of efficiency of the stock markets in Gulf Cooperation Council countries

Chaker, Mohammed Naim; Sabah, Ariba - In: Journal for global business advancement : JGBA 11 (2018) 3, pp. 376-392

Persistent link: https://www.econbiz.de/10012009202

Testing weak form of market efficiency of Bombay Stock Exchange and National Stock Exchange

Sharma, Rakesh Kumar; Kiran, Ravi - In: International journal of accounting and finance 7 (2017) 2, pp. 141-162

Persistent link: https://www.econbiz.de/10011803638

The existence of random walk in the Philippine stock market : evidence from unit root and variance-ratio tests

Camba, Abraham C. <Jr>; Camba, Aileen L. - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 10, pp. 523-530

Persistent link: https://www.econbiz.de/10012671436

Simple tests for stock return predictability with good size and power properties

Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 224 (2021) 1, pp. 198-214

Persistent link: https://www.econbiz.de/10013275372

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