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Unit root tests with level shift in the presence of GARCH
Hecq, Alain W. J. - 1994
Persistent link: https://www.econbiz.de/10000901026
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Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution
Elliott, Graham - 1994
Persistent link: https://www.econbiz.de/10000904214
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Unit roots and long-run causality : the case of output and financial variables
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1995
Persistent link: https://www.econbiz.de/10000909158
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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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Robust rank tests of the unit root hypothesis
Hasan, M. N.; Koenker, Roger - 1996 - [Rev.]
Persistent link: https://www.econbiz.de/10000933186
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Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter; Franses, Philip Hans - 1996
Persistent link: https://www.econbiz.de/10000937862
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Unit root tests and structural breaks
Silvapulle, Paramsothy - 1995
Persistent link: https://www.econbiz.de/10000947713
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Filtering permanent cycles with complex unit roots
Allen, Donald S. - 1997
Persistent link: https://www.econbiz.de/10000962962
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Unit root tests in panel data : asymptotic and finite-sample properties
Levin, Andrew T.; Lin, Chien-fu Jeff - 1992
Persistent link: https://www.econbiz.de/10000841655
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What macroeconomists should know about unit roots as well : the Bayesian perspective
Uhlig, Harald - 1992 - Rev
Persistent link: https://www.econbiz.de/10000844117