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On the alternative long-run variance ratio test for a unit root
Cai, Ye; Shintani, Mototsugu - In: Econometric theory 22 (2006) 3, pp. 347-372
Persistent link: https://www.econbiz.de/10003307468
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Does VaR estimate have a unit root? : application of the Phillips-Perron test
Chuang, I-yuan; Chiu, Yen-chen; Wang, C. Edward - In: Journal of financial management and analysis : … 18 (2005) 2, pp. 12-17
Persistent link: https://www.econbiz.de/10003337650
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Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria; Gregoriou, Andros - In: Applied economics letters 16 (2009) 1/3, pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
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Religion-philosophical roots
Weber, Ralph - In: Handbook of social capital : the troika of sociology, …, (pp. 107-123). 2009
Persistent link: https://www.econbiz.de/10003847844
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Least absolute deviation estimation for unit root processes with GARCH errors
Li, Guodong; Li, Wai Keung - In: Econometric theory 25 (2009) 5, pp. 1208-1227
Persistent link: https://www.econbiz.de/10003885748
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Unit root and cointegration testing
Lütkepohl, Helmut (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003894166
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Testing for a unit root in the presence of a possible break in trend
Harris, David; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric theory 25 (2009) 6, pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
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The properties of Kullback-Leibler divergence for the unit root hypothesis
Marsh, Patrick W. N. - In: Econometric theory 25 (2009) 6, pp. 1662-1681
Persistent link: https://www.econbiz.de/10003904433
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Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham; Pesavento, Elena - In: Econometric theory 25 (2009) 6, pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447
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Critical values for testing a unit root in finite samples from the MA(1)
Halkos, George E.; Kevork, Illias S. - In: Applied economics letters 14 (2007) 1/3, pp. 191-195
Persistent link: https://www.econbiz.de/10003448468