Similar Search Results

GLS-based unit root tests for bounded processes

Carrion i Silvestre, Josep Lluís; Gadea, María Dolores - In: Economics letters 120 (2013) 2, pp. 184-187

Persistent link: https://www.econbiz.de/10010127794

El túnel del Cadí : una anàlisi cost-benefici

Carrion i Silvestre, Josep Lluís; Moreno, Rosina; Pons … - 1997

Persistent link: https://www.econbiz.de/10000959433

Joint hypothesis specification for unit root tests with a structural bank

Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: The econometrics journal 9 (2006) 2, pp. 196-224

Persistent link: https://www.econbiz.de/10003352017

Cointegration in panel date with breaks and cross-section dependence

Banerjee, Anindya (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003280708

GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis

Carrion i Silvestre, Josep Lluís; Kim, Dukpa; Perron, … - In: Econometric theory 25 (2009) 6, pp. 1754-1792

Persistent link: https://www.econbiz.de/10003904443

The KPSS test with two structural breaks

Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: Spanish economic review : SER 9 (2007) 2, pp. 105-127

Persistent link: https://www.econbiz.de/10003469584

Panel cointegration rank testing with cross-section dependence

Carrion i Silvestre, Josep Lluís; Surdeanu, Laura - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-41

Persistent link: https://www.econbiz.de/10009521856

Cointegration in panel data with structural breaks and cross-section dependence

Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - In: Journal of applied econometrics 30 (2015) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011327657

Cointegration in panel data with breaks and cross-section dependence

Banerjee, Anindya (contributor); … - 2006

The power of standard panel cointegration statistics may be affected by misspecification errors if proper account is not taken of the presence of structural breaks in the data. We propose modifications to allow for one structural break when testing the null hypothesis of no cointegration that...

Persistent link: https://www.econbiz.de/10003290322

Unit root and stationary tests' wedding

Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - In: Economics letters 70 (2001) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10001534693