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Do the lag lengths matter in terms of size and power properties of nonlinear unit root tests?

Hepsağ, Aycan - In: Selected topics in applied econometrics, (pp. 148-160). 2019

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Testing for unit roots in panel data : an exploration using real and simulated data

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Assessing sovereign default risk : a simulation based approach

Mäder, Beatrice; Griesbach, Björn - In: Essays in public economics, (pp. 53-85). 2018

, allows for multi-period debt and considers different fiscal policy scenarios. Simulation methods are used to solve the model …. We apply the model to a sample of 17 advanced economies. Our simulation results suggest that in a number of industrial …

Persistent link: https://www.econbiz.de/10011962714