Showing 1 - 10 of 12,795
Persistent link: https://www.econbiz.de/10014301553
Persistent link: https://www.econbiz.de/10003514571
This article addresses unit root testing on regulated series through the variance ratio (VR) statistic of Nielsen (2009). The asymptotic distribution of the regulated VR statistic is developed with and without OLS detrending. Results of Cavaliere and Xu (2011) are extended by also developing the...
Persistent link: https://www.econbiz.de/10013066223
Persistent link: https://www.econbiz.de/10013334753
Persistent link: https://www.econbiz.de/10012523033
Persistent link: https://www.econbiz.de/10014251286
Persistent link: https://www.econbiz.de/10012026372
Persistent link: https://www.econbiz.de/10003753755
Persistent link: https://www.econbiz.de/10000868774
Persistent link: https://www.econbiz.de/10000830044