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A bootstrap neural network based heterogeneous panel unit root test : application to exchange rates

Peretti, Christian de; Siani, Carole; Cerrato, Mario - 2010

Persistent link: https://www.econbiz.de/10003948013

The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models

Gil-Alaña, Luis A. - 2001

Persistent link: https://www.econbiz.de/10001618711

Unit root and stationary tests' wedding

Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - In: Economics letters 70 (2001) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10001534693

Phillips-Perron-type unit root tests in the nonlinear ESTAR framework

Rothe, Christoph; Sibbertsen, Philipp - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 3, pp. 439-456

Persistent link: https://www.econbiz.de/10003363489

Deterministic seasonality in Dickey-Fuller tests : should we care?

Lopes, Artur C. B. da Silva - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 165-182

Persistent link: https://www.econbiz.de/10003307069

Panel unit root tests in the presence of a multifactor error structure

Pesaran, M. Hashem (contributor); … - 2007

This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a multifactor error structure. The basic idea is to exploit information regarding the unobserved factors that are shared by other time series in addition to the variable under...