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Unit roots and deterministic trends, with yet another comment on the existence and interpretation of a unit root in US GNP
Haldrup, Niels; Hylleberg, Svend - 1989
Persistent link: https://www.econbiz.de/10000770411
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Unit roots and deterministic trends, yet another comment on the existence and interpretation of a unit root in US GNP
Hylleberg, Svend - 1989
Persistent link: https://www.econbiz.de/10000764350
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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
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Simple wald tests of the fractional integration parameter : an overview of new results
Dolado, Juan J.; Gonzalo, Jesús; Mayoral, Laura - In: The methodology and practice of econometrics : a …, (pp. 300-321). 2009
Persistent link: https://www.econbiz.de/10003857849
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The impact of export volume and GDP on USA’s civil aviation in between 1980-2012
Kalayci, Salih; Yazici, Sabire - In: International journal of economics and finance 8 (2016) 1, pp. 229-235
Persistent link: https://www.econbiz.de/10011427935
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Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - In: Journal of applied econometrics 29 (2014) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
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Convergence of Monte Carlo simulations involving the mean-reverting square root process
Higham, Desmond J.; Mao, Xuerong - In: The journal of computational finance 8 (2004/2005) 3, pp. 35-61
Persistent link: https://www.econbiz.de/10002996511
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
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Testing the hysteresis effect in the US state-level unemployment series
Omay, Tolga; Ozcan, Burcu; Shahbaz, Muhammed - In: Journal of applied economics 23 (2020) 1, pp. 329-348
This paper re-examines the stochastic time series behaviour of the monthly unemployment rate in 50 states of the United States (US) for the period 1976-2017 using a number of state-of-the-art unit root tests. The new developments incorporate structural break, nonlinearity, asymmetry, and...
Persistent link: https://www.econbiz.de/10012257115