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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
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Saddlepoint approximations for optimal unit root tests
Marsh, Patrick W. N. - 2009
Persistent link: https://www.econbiz.de/10003908647
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Critical values for cointegration tests
MacKinnon, James G. - 2010
This paper provides tables of critical values for some popular tests of cointegration and unit roots. Although these tables are necessarily based on computer simulations, they are much more accurate than those previously available. The results of the simulation experiments are summarized by...
Persistent link: https://www.econbiz.de/10003919736
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Estimation of unit root spatial dynamic panel data models
Yu, Jihai; Lee, Lung-fei - In: Econometric theory 26 (2010) 5, pp. 1332-1362
Persistent link: https://www.econbiz.de/10008662668
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Testing for stationarity of inflation rates with covariates
Tsong, Ching-chuan; Lee, Cheng-feng - In: The South African journal of economics 78 (2010) 4, pp. 344-362
Persistent link: https://www.econbiz.de/10008903573
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Unit root testing in heteroskedastic panels using the Cauchy estimator
Demetrescu, Matei; Hanck, Christoph - 2010 - Preliminary version: February 27, 2010
Persistent link: https://www.econbiz.de/10008904998
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Averaging estimators for autoregressions with a near unit root
Hansen, Bruce E. - In: Journal of econometrics 158 (2010) 1, pp. 142-155
Persistent link: https://www.econbiz.de/10008826867
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Modification of the LM unit root test
Vougas, Dimitrios V. - In: Applied economics letters 14 (2007) 10/12, pp. 913-917
Persistent link: https://www.econbiz.de/10003589558
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Testing for a unit root under the alternative hypothesis of ARIMA (0,2,1)
Halkos, George E.; Kevork, Ilias S. - In: Applied economics 39 (2007) 19/21, pp. 2753-2767
Persistent link: https://www.econbiz.de/10003609512
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Testing for unit roots: 2.
Evans, G. B. A.; Savin, N. E. - 1982
Persistent link: https://www.econbiz.de/10003544070