Similar Search Results - EconBiz

Filtering permanent cycles with complex unit roots

Allen, Donald S. - 1997

Persistent link: https://www.econbiz.de/10000962962

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

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

A panel unit root test with good power in small samples

Lopez, Claude (contributor) - 2007

Persistent link: https://www.econbiz.de/10003732563

Euro-zone inflation rates : stationary or regime-wise stationary processes

Lopez, Claude (contributor) - 2008

Persistent link: https://www.econbiz.de/10003732591

State of the art unit root tests and purchasing power parity

Lopez, Claude (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003732639

An improved panel unit root test using GLS-detrending

Lopez, Claude (contributor) - 2004

Persistent link: https://www.econbiz.de/10003732671

Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence

Otero, Jesús G. (contributor); Smith, Jeremy (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003753831

Simulation-based approaches in financial econometrics

Sjölander, Pär - 2007

Persistent link: https://www.econbiz.de/10003738168

Panel unit root tests in the presence of a multifactor error structure

Pesaran, M. Hashem (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003741143

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