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Estimation of unit root spatial dynamic panel data models

Yu, Jihai; Lee, Lung-fei - In: Econometric theory 26 (2010) 5, pp. 1332-1362

Persistent link: https://www.econbiz.de/10008662668

Testing for stationarity of inflation rates with covariates

Tsong, Ching-chuan; Lee, Cheng-feng - In: The South African journal of economics 78 (2010) 4, pp. 344-362

Persistent link: https://www.econbiz.de/10008903573

Unit root testing in heteroskedastic panels using the Cauchy estimator

Demetrescu, Matei; Hanck, Christoph - 2010 - Preliminary version: February 27, 2010

Persistent link: https://www.econbiz.de/10008904998

Bayesian estimation and model selection in the generalised stochastic unit root model

Yang, Fuyu; Leon-Gonzalez, Roberto - 2010

We develop Bayesian techniques for estimation and model comparison in a novel Generalised Stochastic Unit Root (GSTUR) model. This allows us to investigate the presence of a deterministic time trend in economic series, while allowing the degree of persistence to change over time. In particular...