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Roots and wings
Audretsch, David B. - In: The Routledge companion to the makers of modern …, (pp. 32-41). 2017
Persistent link: https://www.econbiz.de/10011547499
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Testing for structural breaks in macroeconomic processes of growth
Fałdziński, Marcin - In: Economic miracles in the European economies, (pp. 125-150). 2019
Persistent link: https://www.econbiz.de/10012061196
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Assessment of the crypto market efficiency : empirical evidence from unit root tests with different approximations
Iltas, Yuksel; Ucler, Gulbahar; Bulut, Umit - In: Blockchain economics and financial market innovation : …, (pp. 191-200). 2019
The purpose of this study is to examine whether the weak form of the efficient market hypothesis (EMH) is valid for the Bitcoin market. To that end, we consider the recent developments in unit root analysis utilizing daily data from February 2, 2012 to November 23, 2018. More specifically, we...
Persistent link: https://www.econbiz.de/10012149979
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Are foreign and public investment spending productive in the Argentine case? : a single break unit root and cointegration analysis, 1960-2010
Ramírez, Miguel D. - In: Inversión extranjera directa en América Latina : una …, (pp. 65-103). 2015
Persistent link: https://www.econbiz.de/10012116254
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On median unbiased inference for first order autoregressive models
Carstensen, Kai; Paolella, Marc S. - In: Contributions to modern econometrics : from data …, (pp. 23-38). 2002
Persistent link: https://www.econbiz.de/10001905011
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Unit root tests in the presence of innovational outliers
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - In: Contributions to modern econometrics : from data …, (pp. 151-167). 2002
Persistent link: https://www.econbiz.de/10001905248
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Nonstationary panels, cointegration in panels and dynamic panels : a survey
Baltagi, Badi H.; Kao, Chihwa - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 7-51). 2000
Persistent link: https://www.econbiz.de/10001583110
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The local power of some unit root tests for panel data
Breitung, Jörg - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 161-177). 2000
Persistent link: https://www.econbiz.de/10001583119
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Testing for unit roots in panels in the presence of structural change with an application to OECD unemployment
Murray, Christian J.; Papell, David H. - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 223-238). 2000
Persistent link: https://www.econbiz.de/10001583144
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Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressions
Kauppi, Heikki - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 239-274). 2000
Persistent link: https://www.econbiz.de/10001583145