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Testing for unit-roots with breaks : evidence on the great crash and the unit-root hypothesis reconsidered
Nunes, Luis C.; Newbold, Paul; Kuan, Chung-ming - 1994
Persistent link: https://www.econbiz.de/10000891463
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A taxonomy of certain unit root tests
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000868756
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Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P. - 1993
Persistent link: https://www.econbiz.de/10000869171
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Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840062
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The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric; Perron, Pierre - 1990
Persistent link: https://www.econbiz.de/10000809708
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A consistent test for the null of stationarity against the alternative of a unit root
Kahn, James A.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000826504
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The seasonal unit root structure in New Zealand macroeconomic variables
McDougall, R. Stuart - 1993
Persistent link: https://www.econbiz.de/10000874913
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Unit root tests
Phillips, Peter C. B. - 1995
Persistent link: https://www.econbiz.de/10000585296
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Unit roots and long-run causality : the case of output and financial variables
Caporale, Guglielmo M.; Hassapis, Christis; Pittis, Nikitas - 1995
Persistent link: https://www.econbiz.de/10000151423
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Unit root testing using covariates : some theory and evidence
Caporale, Guglielmo Maria; Pittis, Nikitas - 1997
Persistent link: https://www.econbiz.de/10000632892