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Multiple breaks, terms of trade shocks and the unit-root hypothesis for African per capita real GDP

Romero-Ávila, Diego - In: World development : the multi-disciplinary … 37 (2009) 6, pp. 1051-1068

Persistent link: https://www.econbiz.de/10003849967

Purchasing power parity in transition economies : evidence from the commonwealth of independent states

Telatar, Erdinc; Hasanov, Mübariz - In: Post-communist economies 21 (2009) 2, pp. 157-173

Persistent link: https://www.econbiz.de/10003882360

Testing for a unit root in panel time series models with multiple breaks

Westerlund, Joakim - 2009

Persistent link: https://www.econbiz.de/10003884487

Marketing and pricing dynamics in the presence of structural breaks : the Hungarian pork market

Bakucs, Lajos Zoltán; Fertő, Imre - In: Journal of international food & agribusiness marketing … 21 (2009) 2/3, pp. 116-133

Persistent link: https://www.econbiz.de/10003887259

Hysteresis in unemployment revisited : evidence from panel LM unit root tests with heterogeneous structural breaks

Lee, Jun-de; Lee, Chien-chiang; Chang, Chun-ping - In: Bulletin of economic research 61 (2009) 4, pp. 325-334

Persistent link: https://www.econbiz.de/10003889105

Purchasing power parity in Central and East European countries

Telatar, Erdinç; Hasanov, Mübariz - In: Eastern European economics 47 (2009) 5, pp. 25-41

Persistent link: https://www.econbiz.de/10003903080

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

GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis

Carrion i Silvestre, Josep Lluís; Kim, Dukpa; Perron, … - In: Econometric theory 25 (2009) 6, pp. 1754-1792

Persistent link: https://www.econbiz.de/10003904443

Identification of the true break date in innovational outlier unit root tests

Popp, Stephan (contributor) - 2007

The present paper considers Dickey-Fuller-type unit root tests which account for a structural break occurring at an unknown point in time. The break is modelled by an innovational outlier approach. Provided that the break date is estimated correctly, the exact invariance to a mean and a slope...

Persistent link: https://www.econbiz.de/10003417369

Do Asian stock markets follow a random walk? : evidence from LM unit root tests with one or two structural breaks

Hooi Hooi Lean; Smyth, Russell - In: Review of Pacific Basin financial markets and policies 10 (2007) 1, pp. 15-31

Persistent link: https://www.econbiz.de/10003463385

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