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Search: subject:"Unit root test"
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Theory
Einheitswurzeltest
118
Unit root test
118
Structural break
40
Strukturbruch
40
Time series analysis
35
Zeitreihenanalyse
35
Estimation
33
Kaufkraftparität
33
Purchasing power parity
33
Schätzung
33
Theorie
29
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24
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24
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17
Kointegration
17
OECD countries
11
OECD-Staaten
11
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structural breaks
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unit root
8
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7
unit roots
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PPP
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29
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Bahmani-Oskooee, Mohsen
2
Cook, Steven
2
Jönsson, Kristian
2
Narayan, Paresh Kumar
2
Popp, Stephan
2
Ranjbar, Omid
2
Shukur, Ghazi
2
Sjölander, Pär
2
Ali Ahmed, Huson Joher
1
Allen, David E.
1
Almasri, A.
1
Alves, Denisard C. O.
1
Burney, Nadeem A.
1
Cati, Regina Célia
1
Chang, Tsangyao
1
Charles, Amélie
1
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1
Darné, Olivier
1
Elmi, Zahra Mila
1
Fava, Vera Lucia
1
Gil-Alaña, Luis A.
1
Haan, Jakob de
1
Haug, Alfred Albert
1
Heravi, Saeed M.
1
Hoarau, Jean-François
1
Hooi Hooi Lean
1
Hur, Mansik
1
Kim, Sang Bong
1
Kutan, Ali Mustafa
1
Lamé, G.
1
Lee, Chi-Chuan
1
Lee, Chien-chiang
1
Lee, Hyejin
1
Lequien, M.
1
Maeshiro, Asatoshi
1
Maican, Florín G.
1
Manning, Neil
1
McCoskey, Suzanne
1
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1
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1
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Applied economics
Economics letters
65
Journal of econometrics
65
Econometric theory
55
Econometric reviews
42
Applied economics letters
38
Economic modelling
32
Cowles Foundation discussion paper
27
The econometrics journal
27
Oxford bulletin of economics and statistics
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Discussion papers of interdisciplinary research project 373
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
The empirical economics letters : a monthly international journal of economics
14
Discussion paper / Department of Economics, University of California San Diego
12
Department of Economics discussion paper / Department of Economics, The University of Birmingham
11
Economics working paper
10
SSE EFI working paper series in economics and finance
10
International review of economics & finance : IREF
9
Journal of applied econometrics
9
Journal of international money and finance
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
CESifo working papers
8
Discussion papers in economics
8
Journal of forecasting
8
Working paper
8
Computational economics
7
Cowles Foundation Discussion Paper
7
Energy economics
7
IHS economics series : working paper
7
Discussion paper / Centre for Economic Forecasting
6
Economics bulletin : EB
6
International economic review
6
Reihe Ökonomie
6
Review of international economics
6
University of Cincinnati, working paper series
6
Working papers in economics
6
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ECONIS (ZBW)
29
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1
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:
2
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
Saved in:
3
PPP in the 34 OECD countries : evidence from quantile-based unit root tests with both smooth and sharp breaks
Bahmani-Oskooee, Mohsen
;
Wu, Tsung-Pao
- In:
Applied economics
50
(
2018
)
23
,
pp. 2622-2634
Persistent link: https://www.econbiz.de/10011850300
Saved in:
4
Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile
unit
root
test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Elmi, Zahra Mila
- In:
Applied economics
50
(
2018
)
4
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011846997
Saved in:
5
A wavelet-based panel
unit-root
test
in the presence of an unknown structural break and cross-sectional dependency, with an application of purchasing power parity theory in develop...
Almasri, A.
;
Månsson, K.
;
Sjölander, Pär
;
Shukur, Ghazi
- In:
Applied economics
49
(
2017
)
21
,
pp. 2096-2105
Persistent link: https://www.econbiz.de/10011817115
Saved in:
6
How resilient is La Réunion in terms of international tourism attractiveness : an assessment from unit root tests with structural breaks from 1981-2015
Charles, Amélie
;
Darné, Olivier
;
Hoarau, Jean-François
- In:
Applied economics
51
(
2019
)
24
,
pp. 2639-2653
Persistent link: https://www.econbiz.de/10012196730
Saved in:
7
Long memory and mean reversion in real exchange rates in Latin America
Gil-Alaña, Luis A.
;
Sauci, Laura
- In:
Applied economics
50
(
2018
)
29
,
pp. 3148-3155
Persistent link: https://www.econbiz.de/10012037549
Saved in:
8
Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Narayan, Paresh Kumar
;
Narayan, Seema
;
Popp, Stephan
; …
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2359-2378
Persistent link: https://www.econbiz.de/10010516625
Saved in:
9
Bayesian analysis of periodic unit roots in the presence of a break
Vosseler, Alexander
;
Weber, Enzo
- In:
Applied economics
49
(
2017
)
38
,
pp. 3841-3862
Persistent link: https://www.econbiz.de/10011819948
Saved in:
10
Testing uncovered interest rate parity using LIBOR
Omer, Muhammad
;
Haan, Jakob de
;
Scholtens, Bert
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3708-3723
Persistent link: https://www.econbiz.de/10010419955
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