Near-optimal unit root tests with stationary covariates with better finite sample size
Year of publication: |
2006
|
---|---|
Other Persons: | Pesavento, Elena (contributor) |
Institutions: | European University Institute / Department of Economics (contributor) |
Publisher: |
Badia Fiesolana, San Domenico (Fl) |
Subject: | Einheitswurzeltest | Unit root test | Stichprobenerhebung | Sampling | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method |
-
GLS Detrending and Regime-Wise Stationarity Testing in Small Samples
Lopez, Claude, (2008)
-
GLS detrending and regime-wise stationarity testing in small samples
Lopez, Claude, (2008)
-
Near-optimal unit root tests with stationary covariates with better finite sample size
Pesavento, Elena, (2006)
- More ...
-
Impulse response confidence intervals for persistent data : what have we learned?
Pesavento, Elena, (2006)
-
Zong, Jishu, (2009)
-
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment
Herrera, Ana Maria, (2005)
- More ...