Showing 1 - 10 of 12,753
Persistent link: https://www.econbiz.de/10012240139
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
This paper uses wavelet theory to propose a frequency domain nonparametric and tuning parameter free family of unit …
Persistent link: https://www.econbiz.de/10013065650
Persistent link: https://www.econbiz.de/10011742357
Persistent link: https://www.econbiz.de/10011704812
Persistent link: https://www.econbiz.de/10014545695
Persistent link: https://www.econbiz.de/10012491747