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Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 2)

Lumsdaine, Robin L. - In: Econometric reviews 22 (2003) 3, pp. 247-252

Persistent link: https://www.econbiz.de/10001786919

The great appreciation, the great depreciation, and the purchasing power parity hypothesis

Papell, David H. - In: Journal of international economics 57 (2002) 1, pp. 51-82

Persistent link: https://www.econbiz.de/10001692265

Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis : Theory and International Evidence

Banerjee, Anindya; Lumsdaine, Robin L.; Stock, James H. - 2021

This paper investigates the possibility, raised by Perron (1989, 1990a), that aggregate economic time series can be characterized as being stationary around broken trend lines. Unlike Perron, we treat the break date as unknown a priori. Asymptotic distributions are developed for recursive,...

Persistent link: https://www.econbiz.de/10013248699

Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis : Theory and International Evidence

Banerjee, Anindya - 1990

This paper investigates the possibility, raised by Perron (1989, 1990a), that aggregate economic time series can be characterized as being stationary around broken trend lines. Unlike Perron, we treat the break date as unknown a priori. Asymptotic distributions are developed for recursive,...

Persistent link: https://www.econbiz.de/10012475507

State of the art unit root tests and purchasing power parity

Lopez, Claude (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003732639

Convergence to purchasing power parity at the commencement of the euro

Lopez, Claude (contributor); Papell, David H. (contributor) - 2004

Persistent link: https://www.econbiz.de/10003732677

Convergence to purchasing power parity at the commencement of the euro

Lopez, Claude; Papell, David H. - In: Review of international economics 15 (2007) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10003413185

Purchasing power parity and country characteristics : evidence from panel data tests

Alba, Joseph D.; Papell, David H. - In: Journal of development economics 83 (2007) 1, pp. 240-251

Persistent link: https://www.econbiz.de/10003404827

Panel evidence of purchasing power parity using intranational and international data

Culver, Sarah E.; Papell, David H. - In: International macroeconomics : recent developments, (pp. 39-51). 2006

Persistent link: https://www.econbiz.de/10003425974

Restricted structural change and the unit root hypothesis

Papell, David H.; Prodan, Ruxandra - In: Economic inquiry : journal of the Western Economic … 45 (2007) 4, pp. 834-853

Persistent link: https://www.econbiz.de/10003588671

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