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Classical and Bayesian aspects of robust unit root inference
Hoek, Henk; Lucas, André; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000151638
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On Phillips-Perron type tests for seasonal unit roots
Breitung, Jörg; Franses, Philip H. - 1994
Persistent link: https://www.econbiz.de/10000151654
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Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet (contributor); Kilian, Lutz (contributor) - 1999
Persistent link: https://www.econbiz.de/10001397820
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Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.; Phillips, Garry D. A. - 1999
Persistent link: https://www.econbiz.de/10001398338
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Price level trend-stationarity and the instruments and targets of monetary policy : an empirical note
Kugler, Peter - In: Economics letters 63 (1999) 1, pp. 97-101
Persistent link: https://www.econbiz.de/10001398815
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The Dickey-Fuller and KPSS tests in practice : an application to East European time series
Charemza, Wojciech; Syczewska, Ewa Marta - 1999
Persistent link: https://www.econbiz.de/10001398848
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Response surfaces estimates for the Dickey-Fullet unit root test with structural breaks
Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - In: Economics letters 63 (1999) 3, pp. 279-283
Persistent link: https://www.econbiz.de/10001398932
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A residual based test for the numm hypothesis of cointegration
Xiao, Zhijie - In: Economics letters 64 (1999) 2, pp. 133-141
Persistent link: https://www.econbiz.de/10001399210
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Is the consumption-income ratio stationary? : Evidence from panel unit root tests
Sarantis, Nicholas; Stewart, Chris - In: Economics letters 64 (1999) 3, pp. 309-314
Persistent link: https://www.econbiz.de/10001399329
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The US productivity slowdown : a peak through the structural break window
Dolmas, Jim; Raj, Baldev; Slottje, Daniel Jonathan - In: Economic inquiry : journal of the Western Economic … 37 (1999) 2, pp. 226-241
Persistent link: https://www.econbiz.de/10001399392