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GLS detrending and regime-wise stationarity testing in small samples
Lopez, Claude (contributor) - 2008
Persistent link: https://www.econbiz.de/10003732589
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Explosive roots in level vector autoregressive models
Qureshi, Hammad - 2008
Persistent link: https://www.econbiz.de/10003852643
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A re-examination of the stationarity of inflation
Cook, Steven - In: Journal of applied econometrics 24 (2009) 6, pp. 1047-1053
Persistent link: https://www.econbiz.de/10003886958
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Testing for deterministic and stochastic cycles in macroeconomic time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirica : journal of european economics 34 (2007) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10003441948
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Initial conditions and stationarity tests
Busetti, Fabio - In: Economics letters 105 (2009) 3, pp. 296-299
Persistent link: https://www.econbiz.de/10003931092
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Reducing the size distortion of the KPSS test
Kurozumi, Eiji; Tanaka, Shinya - 2009
Persistent link: https://www.econbiz.de/10003940044
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The roots of capitalism
Chamberlain, John - 1959 - Repr.
Persistent link: https://www.econbiz.de/10003621871
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Bayesian analysis of deterministic time trend and changes in persistence using a generalised stochastic unit root model
Yang, Fuyu (contributor) - 2007
Persistent link: https://www.econbiz.de/10003576860
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Essays on nonstandard testing of trend functions in time series models
Sayginsoy, Ozgen - 2004
Persistent link: https://www.econbiz.de/10003551599
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10008651639