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Consistency of the KPSS unit root test against fractionally integrated alternative
Lee, Hyung S. - In: Economics letters 55 (1997) 2, pp. 151-160
Persistent link: https://www.econbiz.de/10001227371
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Testing for a unit root in the presence of a variance shift
Hamori, Shigeyuki - In: Economics letters 57 (1997) 3, pp. 245-253
Persistent link: https://www.econbiz.de/10001231517
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Small sample testing for cointegration using the bootstrap approach
Harris, Richard I. D. - In: Economics letters 58 (1998) 1, pp. 31-37
Persistent link: https://www.econbiz.de/10001233149
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Truncated means and variances
Burdett, Kenneth - In: Economics letters 52 (1996) 3, pp. 263-267
Persistent link: https://www.econbiz.de/10001212507
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The functional equivalence of the W, LR, and LM statistics
Stewart, Kenneth G. - In: Economics letters 49 (1995) 2, pp. 109-112
Persistent link: https://www.econbiz.de/10001188282
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A semi-parametric non-nested test in a dynamic panel data model
Li, Qi - In: Economics letters 49 (1995) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10001188309
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Vector attenuation bias in the classical errors-in-variables model
Nelson, Daniel B. - In: Economics letters 49 (1995) 4, pp. 345-349
Persistent link: https://www.econbiz.de/10001190463
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Joint application of the Dickey-Fuller and KPSS tests
Charemza, Wojciech - In: Economics letters 61 (1998) 1, pp. 17-21
Persistent link: https://www.econbiz.de/10001250912
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Does the method of data detrending matter? : A study of the KPSS test against long memory alternatives
Su, Jen-je - In: Economics letters 60 (1998) 2, pp. 139-146
Persistent link: https://www.econbiz.de/10001251595
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Real exchange rates under the recent float : unequivocal evidence of mean reversion
Sarno, Lucio - In: Economics letters 60 (1998) 2, pp. 131-137
Persistent link: https://www.econbiz.de/10001251596