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Unit root testing with stationary covariates and a structural break in the trend function

Fossati, Sebastian - 2011

Persistent link: https://www.econbiz.de/10009501351

Spurious results in the analysis of longitudinal data in organizational research

Braun, Michael T.; Kuljanin, Goran; DeShon, Richard P. - In: Organizational research methods : ORM 16 (2013) 2, pp. 302-330

Persistent link: https://www.econbiz.de/10009761180

Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization

Tam, Pui Sun - In: Applied economics 45 (2013) 22/24, pp. 3495-3511

Persistent link: https://www.econbiz.de/10010345347

Unemployment hysteresis in Middle East and North Africa countries : panel SUR-based unit root test with a Fourier function

Awolaja, Oladapo Gbenga; Yaya, OlaOluwa S.; Ogbonna, … - In: Middle East development journal : a publication of the … 13 (2021) 2, pp. 318-334

Persistent link: https://www.econbiz.de/10012694039

Testing for a unit root with nonstationary nonlinear heteroskedasticity

Tu, Yundong; Chan, Nigel; Wang, Qiying - In: Econometric reviews 39 (2020) 9, pp. 904-929

Persistent link: https://www.econbiz.de/10012295588

The local power of the IPS test with both initial conditions and incidental trends

Lahiri, Kajal; Liang, Zhongwen; Peng, Huaming - 2017 - This version: Nov. 8, 2016

This paper investigates the asymptotic local power of the the averaged t-test of Im, Pesaran and Shin (2003, IPS hereafter) in the presence of both initial explosive conditions and incidental trends. By utilizing the least squares detrending methods, it is found that the initial condition plays...

Persistent link: https://www.econbiz.de/10011597286