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Order determination of multivariate autoregressive time series with unit roots
Paulsen, Jostein - 1982
Persistent link: https://www.econbiz.de/10000012037
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Filtering permanent cycles with complex unit roots
Allen, Donald S. - 1997
Persistent link: https://www.econbiz.de/10000962962
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Trade balance and exchange rate : unit roots, co-integration and long memory in the US and the UK
Gil-Alaña, Luis A.; Luqui, Natalia; Cuñado … - In: Economic notes : economic review of Banca Monte dei … 37 (2008) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10003712973
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The accuracy of normal approximation in a heterogeneous panel data unit root test
Jönsson, Kristian - In: Statistical papers 49 (2008) 3, pp. 565-579
Persistent link: https://www.econbiz.de/10003715392
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US dollar real exchange rates : nonlinearity revisited
Sollis, Robert - In: Journal of international money and finance 27 (2008) 4, pp. 516-528
Persistent link: https://www.econbiz.de/10003717294
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La parité des pouvoirs d'achat pour l'économie chinoise : une nouvelle analyse par les tests de racine unitaire
Darné, Olivier; Hoarau, Jean-François - In: Recherches économiques de Louvain 74 (2008) 2, pp. 219-236
Persistent link: https://www.econbiz.de/10003717567
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Real exchange rates over a century: the case of the drachma/sterling rate, 1833 - 1939
Sideris, Dimitrios - 2008
Persistent link: https://www.econbiz.de/10003718579
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Purchasing power parity in transition economies : does it hold in the Czech Republic, Hungary and Slovenia?
Bekő, Jani - In: Post-communist economies 19 (2007) 4, pp. 417-432
Persistent link: https://www.econbiz.de/10003633037
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Purchasing power parity among developing countries and their trade-partners : evidence from selected CEEC and implications for their membership of EU
Giannellis, Nikolaos; Papadopoulos, Athanasios P. - In: Ekonomia : the journal of the Cyprus Economic Society 9 (2006) 1, pp. 39-56
Persistent link: https://www.econbiz.de/10003641477
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A nonlinear unit root test in the presence of an unknown break
Popp, Stephan (contributor) - 2008
The Perron test is the most commonly applied procedure to test for a unit root in the presence of a structural break of unknown timing in the trend function. Deriving the Perron-type test regression from an unobserved component model, it is shown that the test regression in fact is nonlinear in...
Persistent link: https://www.econbiz.de/10003725797