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~isPartOf:"Applied economics"
~subject:"Monte-Carlo-Simulation"
~subject:"Unit root test"
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Search: subject_exact:"Phillips-Perron-Test"
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Monte-Carlo-Simulation
Unit root test
Einheitswurzeltest
118
Structural break
40
Strukturbruch
40
Time series analysis
35
Zeitreihenanalyse
35
Estimation
33
Kaufkraftparität
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Theorie
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Theory
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Panel study
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17
Kointegration
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structural breaks
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unit root
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unit roots
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PPP
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Chang, Tsangyao
11
Narayan, Paresh Kumar
11
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6
Su, Chi-Wei
5
Ranjbar, Omid
4
Baharumshah, Ahmad Zubaidi
3
Chang, Hsu-Ling
3
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Hooi Hooi Lean
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Omay, Tolga
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Cuñado Eizaguirre, Juncal
2
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2
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2
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2
Gil-Alaña, Luis A.
2
Gupta, Rangan
2
Jiang, Chun
2
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2
Lee, Chien-chiang
2
Lee, Junsoo
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Lusinyan, Lusine
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1
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1
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1
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Applied economics
Economics letters
148
Applied economics letters
126
Journal of econometrics
119
Economic modelling
98
Econometric theory
91
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Econometric reviews
53
The empirical economics letters : a monthly international journal of economics
52
Cowles Foundation discussion paper
45
Oxford bulletin of economics and statistics
44
The econometrics journal
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Energy economics
30
International review of economics & finance : IREF
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Journal of international money and finance
26
Working paper
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
CESifo working papers
22
Discussion papers of interdisciplinary research project 373
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Applied financial economics
20
International journal of economics and financial issues : IJEFI
20
Theoretical and applied economics : GAER review
19
Journal of macroeconomics
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
17
Japan and the world economy : international journal of theory and policy
16
Cowles Foundation Discussion Paper
15
Economics bulletin : EB
15
IHS economics series : working paper
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Discussion paper / Department of Economics, University of California San Diego
14
Empirica : journal of european economics
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
14
International journal of economics and finance
14
International journal of finance & economics : IJFE
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Working papers in economics
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Computational economics
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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ECONIS (ZBW)
118
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1
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
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2
Fourier DF unit root test for R&D intensity of G7 countries
Cai, Yifei
;
Saadaoui, Jamel
- In:
Applied economics
54
(
2022
)
42
,
pp. 4900-4914
Persistent link: https://www.econbiz.de/10013411066
Saved in:
3
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
4
Persistence, mean reversion, and non-linearities in inflation rates in the GCC countries : an eclectic approach
Osman, Mohamed
- In:
Applied economics
53
(
2021
)
8
,
pp. 913-923
Persistent link: https://www.econbiz.de/10012425441
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5
Non-normal errors or nonlinearity? : performance of unit root tests
Lee, Hyejin
;
Hur, Mansik
- In:
Applied economics
53
(
2021
)
52
,
pp. 6094-6103
Persistent link: https://www.econbiz.de/10012650385
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6
Analyzing the hysteresis properties and growth stability of renewable energy production of the U.S.
Lee, Chien-chiang
;
Ranjbar, Omid
;
Lee, Chi-Chuan
- In:
Applied economics
53
(
2021
)
24
,
pp. 2752-2770
Persistent link: https://www.econbiz.de/10012501412
Saved in:
7
Personal consumption in the United States during the COVID-19 crisis
Dong, Dayong
;
Gozgor, Giray
;
Lu, Zhou
;
Yan, Cheng
- In:
Applied economics
53
(
2021
)
11
,
pp. 1311-1316
Persistent link: https://www.econbiz.de/10012485193
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8
Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Applied economics
52
(
2020
)
10
,
pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
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9
Size and sign asymmetries in house price adjustments
Akdoğan, Kurmaş
- In:
Applied economics
51
(
2019
)
48
,
pp. 5268-5281
Persistent link: https://www.econbiz.de/10012197216
Saved in:
10
Are linear models really unuseful to describe business cycle data?
Lopes, Artur C. B. da Silva
;
Zsurkis, Gabriel Florin
- In:
Applied economics
51
(
2019
)
22
,
pp. 2355-2376
Persistent link: https://www.econbiz.de/10012196696
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