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Search: subject_exact:"Unit root test"
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Einheitswurzeltest
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Unit root test
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ECONIS (ZBW)
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Reflections on "testing for unit roots in heterogeneous panels"
Im, KyungSo
;
Pesaran, M. Hashem
;
Shin, Yongcheol
-
2023
Persistent link: https://www.econbiz.de/10013530823
Saved in:
2
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
3
Unit roots, nonlinearities and structural breaks
Haldrup, Niels
;
Kruse, Robinson
;
Teräsvirta, Timo
; …
-
2012
Persistent link: https://www.econbiz.de/10009524063
Saved in:
4
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
5
The power of unit root tests against nonlinear local alternatives
Demetrescu, Matei
;
Kruse, Robinson
-
2012
Persistent link: https://www.econbiz.de/10009408480
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6
On European monetary integration and the persistence of real effective exchange rates
Kruse, Robinson
-
2010
Persistent link: https://www.econbiz.de/10003978309
Saved in:
7
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
8
Nearly efficient likelihood ration tests of the unit root hypothesis
Jansson, Michael
;
Nielsen, Morten Ørregaard
-
2009
Persistent link: https://www.econbiz.de/10003874172
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9
What do we know about real exchange rate non-linearities?
Kruse, Robinson
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003892560
Saved in:
10
Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003604648
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