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Empirical evidence on the robustness of the weighted symmetric unit root test
Cook, Steven - In: Applied economics letters 10 (2003) 12, pp. 761-763
Persistent link: https://www.econbiz.de/10001819334
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Confidence intervals for the seasonal fractional differencing parameter in the US monetary aggregate
Gil-Alaña, Luis A. - In: Applied economics letters 10 (2003) 2, pp. 103-105
Persistent link: https://www.econbiz.de/10001747248
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The stationarity of Australian real interest rates with and without structural breaks
Felmingham, Bruce S.; Leong, Su San - In: Applied economics letters 10 (2003) 4, pp. 239-241
Persistent link: https://www.econbiz.de/10001749004
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Unit roots versus trend stationarity in growth rate estimation
Baffes, John; Le Vallee, Jean-Charles - In: Applied economics letters 10 (2003) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10001725678
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A recursive cointegration test using the Kalman filter and its application to fiscal equilibrium in the Dominican Republic
Prazmowski, Peter A. - In: Applied economics letters 12 (2005) 3, pp. 155-160
Persistent link: https://www.econbiz.de/10002621336
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A cautionary note on cointegration testing
Sumner, Michael T. - In: Applied economics letters 11 (2004) 5, pp. 275-278
Persistent link: https://www.econbiz.de/10002032692
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Estimating growth rate in the presence of serially correlated errors
Altinay, Galip - In: Applied economics letters 10 (2003) 15, pp. 967-970
Persistent link: https://www.econbiz.de/10001876682
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Behaviour of cointegration tests in the presence of structural breaks in variance
Noh, Jaesun; Kim, Tae-hwan - In: Applied economics letters 10 (2003) 15, pp. 999-1002
Persistent link: https://www.econbiz.de/10001876763
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Exact distribution and critical values of a unit root test in the presence of change in variance
Ohtani, Kazuhiro - In: Applied economics letters 11 (2004) 14, pp. 855-860
Persistent link: https://www.econbiz.de/10002437696
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Spurious rejection by cointegration tests incorporating structural change in the cointegrating relationship
Cook, Steven - In: Applied economics letters 11 (2004) 14, pp. 879-884
Persistent link: https://www.econbiz.de/10002437902