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~person:"Chang, Yoosoon"
~person:"Narayan, Paresh Kumar"
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
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Search: subject:"Unit root test"
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Unit root test
220
Einheitswurzeltest
210
Theorie
96
Theory
96
Time series analysis
71
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71
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58
Panel study
58
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43
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37
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24
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11
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Chang, Yoosoon
Narayan, Paresh Kumar
Taylor, Robert
Westerlund, Joakim
Phillips, Peter C. B.
109
Chang, Tsangyao
98
Gil-Alaña, Luis A.
79
Caporale, Guglielmo Maria
56
Su, Chi-Wei
53
Harvey, David I.
48
Leybourne, Stephen James
44
Kapetanios, George
38
Chang, Hsu-Ling
37
Lee, Junsoo
36
Wagner, Martin
35
Nielsen, Morten Ørregaard
34
Smyth, Russell
33
Yu, Jun
30
Rodrigues, Paulo M. M.
29
Breitung, Jörg
28
Lütkepohl, Helmut
27
Österholm, Pär
27
Bahmani-Oskooee, Mohsen
26
Pesaran, M. Hashem
26
Jansson, Michael
25
Omay, Tolga
25
Perron, Pierre
25
Ramírez, Miguel D.
25
Saikkonen, Pentti
25
Cavaliere, Giuseppe
24
Lopez, Claude
24
Hanck, Christoph
23
Kunst, Robert M.
23
Shin, Yongcheol
23
Popp, Stephan
22
Ranjbar, Omid
22
Hassler, Uwe
21
Tiwari, Aviral Kumar
21
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20
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20
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2
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2
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1
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1
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1
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27
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16
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11
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11
Oxford bulletin of economics and statistics
11
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10
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7
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5
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5
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5
Cowles Foundation discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
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4
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3
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2
The Manchester School
2
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2
Working Papers in Economics
2
Working papers / Rice Economics
2
10th International Conference on Panel Data, Berlin, July 5-6, 2002
1
Computational Statistics & Data Analysis
1
Discussion papers in economics
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Econometric Society 2004 Far Eastern Meetings
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Economic papers : a journal of applied economics and policy
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ECONIS (ZBW)
210
RePEc
26
EconStor
1
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1
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
2
The factor analytical approach in trending near unit root panels
Norkutė, Milda
;
Westerlund, Joakim
;
Stauskas, Ovidijus
-
2021
Persistent link: https://www.econbiz.de/10012601025
Saved in:
3
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
4
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
5
The factor analytical approach in near unit root interactive effects panels
Norkutė, Milda
;
Westerlund, Joakim
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 569-590
Persistent link: https://www.econbiz.de/10012619250
Saved in:
6
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
7
Breaks in persistence in fixed-T panel data
Westerlund, Joakim
;
Nordström, Marcus
- In:
Economics letters
205
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013204922
Saved in:
8
Optimal panel unit root testing with covariates
Juodis, Artūras
;
Westerlund, Joakim
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012166653
Saved in:
9
Subnational government tax revenue capacity and effort convergence : new evidence from sequential unit root tests
Mahdavi, Saeid
;
Westerlund, Joakim
- In:
Economic modelling
73
(
2018
),
pp. 174-183
Persistent link: https://www.econbiz.de/10012100521
Saved in:
10
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
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