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London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo; Kim, Jintae - 2017
Persistent link: https://www.econbiz.de/10011703213
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Heteroskedasticity-robust unit root testing for trending panels
Herwartz, Helmut; Maxand, Simone; Yabibal Mulualem Walle - 2017
Standard panel unit root tests (PURTs) are not robust to breaks in innovation variances. Consequently, recent papers …
Persistent link: https://www.econbiz.de/10011665040
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Purchasing power parity in emerging markets : a panel stationary test with both sharp and smooth breaks
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Lee, Kuei-Chiu - In: Economic systems 40 (2016) 3, pp. 453-460
Persistent link: https://www.econbiz.de/10011668458
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Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks
Xie, Hong; Tiwari, Aviral Kumar; Chang, Tsangyao - In: Applied economics 50 (2018) 46, pp. 4985-4998
Persistent link: https://www.econbiz.de/10012061669
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London calling : nonlinear mean reversion across national stock markets
Kim, Hyeongwoo; Kim, Jintae - In: The North American journal of economics and finance : a … 44 (2018), pp. 265-277
Persistent link: https://www.econbiz.de/10012036549
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Structural break, nonlinearity and asymmetry : a re-examination of PPP proposition
Omay, Tolga; Emirmahmutoglu, Furkan; Hasanov, Mübariz - In: Applied economics 50 (2018) 12, pp. 1289-1308
Persistent link: https://www.econbiz.de/10011848366
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Has the Feldstein-Horioka puzzle waned? : evidence from time series and dynamic panel data analysis
Dash, Santosh Kumar - In: Economic modelling 83 (2019), pp. 256-269
Persistent link: https://www.econbiz.de/10012205639
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Panel LM unit root tests with level and trend shifts
Lee, Junsoo; Tieslau, Margie A. - In: Economic modelling 80 (2019), pp. 1-10
Persistent link: https://www.econbiz.de/10012199158
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A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban; Karul, Cagin - In: Economic modelling 61 (2017), pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
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Bayesian unit root test for panel data
Kuma, Jitendra; Chaturvedi, Anoop; Afifa, Umme - 2016
The present paper studies the panel data auto regressive (PAR) time series model for testing the unit root hypothesis …
Persistent link: https://www.econbiz.de/10011784564