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Non-normality, heteroscedasticity and recursive unit root tests of PPP : solving the PPP puzzle?
Caporale, Guglielmo Maria; Gregoriou, Andros - In: Applied economics letters 16 (2009) 1/3, pp. 223-226
Persistent link: https://www.econbiz.de/10003822964
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Religion-philosophical roots
Weber, Ralph - In: Handbook of social capital : the troika of sociology, …, (pp. 107-123). 2009
Persistent link: https://www.econbiz.de/10003847844
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Testing for a unit root in a random coefficient panel data mode
Westerlund, Joakim; Larsson, Rolf - 2009
Persistent link: https://www.econbiz.de/10003884484
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Least absolute deviation estimation for unit root processes with GARCH errors
Li, Guodong; Li, Wai Keung - In: Econometric theory 25 (2009) 5, pp. 1208-1227
Persistent link: https://www.econbiz.de/10003885748
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Unit root and cointegration testing
Lütkepohl, Helmut (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003894166
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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
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The properties of Kullback-Leibler divergence for the unit root hypothesis
Marsh, Patrick W. N. - In: Econometric theory 25 (2009) 6, pp. 1662-1681
Persistent link: https://www.econbiz.de/10003904433
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Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham; Pesavento, Elena - In: Econometric theory 25 (2009) 6, pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447
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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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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