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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003741143
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Power comparison of invariant unit root tests
Vougas, Dimitrios V. - In: Applied economics letters 15 (2008) 7/9, pp. 509-512
Persistent link: https://www.econbiz.de/10003741289
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Semiparametric power envelopes for tests of the unit root hypothesis
Jansson, Michael - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 5, pp. 1103-1142
Persistent link: https://www.econbiz.de/10003765873
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Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 5, pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
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Unit roots and cointegration for the economist
Holden, Darryl R.; Perman, Roger - In: Cointegration for the applied economist, (pp. 43-100). 2007
Persistent link: https://www.econbiz.de/10003767484
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The significance of unit roots and the pitfalls of mechanical statistics
Smith, Ron - In: Cointegration for the applied economist, (pp. 101-128). 2007
Persistent link: https://www.econbiz.de/10003767489
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Unit roots and structural breaks : a survey of the literature
Byrne, Joseph P.; Perman, Roger - In: Cointegration for the applied economist, (pp. 129-142). 2007
Persistent link: https://www.econbiz.de/10003767546
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New unit root tests designed for the trend-break stationary alternative : simulation evidence and empirical applications
Sen, Amit - In: Cointegration for the applied economist, (pp. 143-194). 2007
Persistent link: https://www.econbiz.de/10003767547
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Bridging economic theory models and the cointegrated vector autoregressive model
Framroze Møller, Niels (contributor) - 2008
Examples of simple economic theory models are analyzed as restrictions on the Cointegrated VAR (CVAR). This establishes …. -- Cointegrated VAR ; unit root approximation ; economic theory models ; expectations ; hybrid new Keynesian Phillips curve ; general …
Persistent link: https://www.econbiz.de/10003785323
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On the finite sample size and power of the generallized KPSS test in the presence of level breaks
Sephton, Peter S. - In: Applied economics letters 15 (2008) 10/12, pp. 833-843
Persistent link: https://www.econbiz.de/10003785755