Similar Search Results

Essays on nonstandard testing of trend functions in time series models

Sayginsoy, Ozgen - 2004

Persistent link: https://www.econbiz.de/10003551599

An application of a new seasonal unit root test to inflation

Narayan, Paresh Kumar; Popp, Stephan - In: International review of economics & finance : IREF 20 (2011) 4, pp. 707-716

Persistent link: https://www.econbiz.de/10009303880

Analysis of real and nominal interest rates with inflation for OECD countries : evidence from LM unit root tests with structural breaks

Iskenderoglu, Omer - In: International journal of economics and finance 3 (2011) 4, pp. 130-137

Persistent link: https://www.econbiz.de/10009311495

Testing for weak-form efficiency of crude palm oil spot and future markets : new evidence from a GARCH unit root test with multiple structural breaks

Hooi Hooi Lean; Smyth, Russell - In: Applied economics 47 (2015) 16/18, pp. 1710-1721

Persistent link: https://www.econbiz.de/10010511983

Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing

Omay, Tolga - In: Economics letters 134 (2015), pp. 123-126

Persistent link: https://www.econbiz.de/10011432370

New empirical evidence on income convergence

Ghoshray, Atanu; Khan, Faiza A. - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 343-361

Persistent link: https://www.econbiz.de/10011326626

Two-step LM unit root tests with trend-breaks

Lee, Junsoo; Strazicich, Mark; Meng, Ming - In: Journal of statistical and econometric methods 1 (2012) 2, pp. 81-107

In this paper, we consider and examine the performance of two-step LM unit root tests with trend-breaks. In the first step, we jointly test for the existence and location of breaks using a maximum F-test. In the second step, we utilize the identified breaks and test for a unit root. A...

Persistent link: https://www.econbiz.de/10009769986

Testing for unit roots in panel time-series models with multiple level breaks

Westerlund, Joakim - In: The Manchester School 80 (2012) 6, pp. 671-699

Persistent link: https://www.econbiz.de/10009744359

Unit root, cointegration and structural changes : theoretical analyses and improved testing procedures

Kim, Dukpa - 2007

Persistent link: https://www.econbiz.de/10009693864

On real interest rate persistence : the role of breaks

Haug, Alfred Albert - 2013

Persistent link: https://www.econbiz.de/10009701610