Similar Search Results - EconBiz

The significance of unit roots and the pitfalls of mechanical statistics

Smith, Ron - In: Cointegration for the applied economist, (pp. 101-128). 2007

Persistent link: https://www.econbiz.de/10003767489

Unit roots and structural breaks : a survey of the literature

Byrne, Joseph P.; Perman, Roger - In: Cointegration for the applied economist, (pp. 129-142). 2007

Persistent link: https://www.econbiz.de/10003767546

New unit root tests designed for the trend-break stationary alternative : simulation evidence and empirical applications

Sen, Amit - In: Cointegration for the applied economist, (pp. 143-194). 2007

Persistent link: https://www.econbiz.de/10003767547

Bridging economic theory models and the cointegrated vector autoregressive model

Framroze Møller, Niels (contributor) - 2008

Examples of simple economic theory models are analyzed as restrictions on the Cointegrated VAR (CVAR). This establishes a correspondence between basic economic concepts and the econometric concepts of the CVAR: The economic relations correspond to cointegrating vectors and exogeneity in the...

Persistent link: https://www.econbiz.de/10003785323

On the finite sample size and power of the generallized KPSS test in the presence of level breaks

Sephton, Peter S. - In: Applied economics letters 15 (2008) 10/12, pp. 833-843

Persistent link: https://www.econbiz.de/10003785755

Three essays on unit roots and nonlinear co-integrated processes

Gaul, Jürgen - 2008

Persistent link: https://www.econbiz.de/10003773152

Revisited : are shocks to energy consumption permanent or temporary? ; new evidence from a panel SURADF approach

Hsu, Yi-chung; Lee, Chien-chiang; Lee, Chi-chuan - In: Energy economics 30 (2008) 5, pp. 2314-2330

Persistent link: https://www.econbiz.de/10003773725

Critical values of the augmented fractional Dickey-Fuller test

Sephton, Peter S. - In: Empirical economics : a journal of the Institute for … 35 (2008) 3, pp. 437-450

Persistent link: https://www.econbiz.de/10003776707

Regression-based tests for a change in persistence

Leybourne, Stephen James; Kim, Tae-hwan; Taylor, Robert - 2004

Persistent link: https://www.econbiz.de/10002117501

The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test

Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 132 (2006) 1, pp. 195-229

Persistent link: https://www.econbiz.de/10003320260

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