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Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends
Harris, Richard D.F.; Tzavalis, Elias - In: Econometric reviews 23 (2004) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10006880811
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On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.; Tzavalis, Elias - In: Econometric reviews 18 (1999) 4, pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
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A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series
Meligkotsidou, Loukia; Tzavalis, Elias; Vrontos, Ioannis - In: Econometric reviews 30 (2011) 2, pp. 208-250
Persistent link: https://www.econbiz.de/10008813120
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Testing for unit roots in dynamic panels in the presence of a deterministic trend : re-examing the unit root hypothesis for real stock prices and dividends
Harris, Richard D. F.; Tzavalis, Elias - In: Econometric reviews 23 (2004) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10002131166
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A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
Meligkotsidou, Loukia; Tzavalis, Elias; Vrontos, Ioannis D. - In: Econometric reviews 30 (2011) 2, pp. 208-249
Persistent link: https://www.econbiz.de/10008990443
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Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
Camba-Mendez, Gonzalo; Kapetanios, George - In: Econometric reviews 28 (2009) 6, pp. 581
Persistent link: https://www.econbiz.de/10008251766
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Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model
Kapetanios, George; Shin, Yongcheol - In: Econometric reviews 30 (2011) 6, pp. 583-609
Persistent link: https://www.econbiz.de/10008997551
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Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George; Shin, Yongcheol - In: Econometric reviews 30 (2011) 6, pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
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Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo; Kapetanios, George - In: Econometric reviews 28 (2009) 6, pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
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Semiparametric sieve-type generalized least squares inference
Kapetanios, George; Psaradakis, Zacharias G. - In: Econometric reviews 35 (2016) 5/7, pp. 951-985
Persistent link: https://www.econbiz.de/10011590983