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Unit root testing against an S...
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Is the trend in post-WW II US real GDP uncertain or non-linear?
Vougas, Dimitrios V.
- In:
Economics letters
94
(
2007
)
3
,
pp. 348-355
Persistent link: https://www.econbiz.de/10003436840
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2
GLS detrending and unit root testing
Vougas, Dimitrios V.
- In:
Economics letters
97
(
2007
)
3
,
pp. 222-229
Persistent link: https://www.econbiz.de/10003575569
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3
New exact ML estimation and inference for a Gaussian MA(1) process
Vougas, Dimitrios V.
- In:
Economics letters
99
(
2008
)
1
,
pp. 172-176
Persistent link: https://www.econbiz.de/10003723293
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Long-run and short-run co-movement in UK consumption and income
Cook, Steven
- In:
Economics letters
67
(
2000
)
1
,
pp. 11-13
Persistent link: https://www.econbiz.de/10001463491
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5
The stationarity of consumption-income ratios : evidence from minimum LM unit root testing
Cook, Steven
- In:
Economics letters
89
(
2005
)
1
,
pp. 55-60
Persistent link: https://www.econbiz.de/10003114729
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The stationarity of consumption#8211income ratios: Evidence from minimum LM unit root testing
Cook, Steven
- In:
Economics letters
89
(
2005
)
1
,
pp. 55-60
Persistent link: https://www.econbiz.de/10006749638
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7
Lag optimisation and finite-sample size distortion of unit root tests
Cook, Steven
;
Manning, Neil
- In:
Economics letters
84
(
2004
)
2
,
pp. 267-274
Persistent link: https://www.econbiz.de/10006756346
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8
The power of tests for non-linearity: the case of Granger-Lee asymmetry
Cook, Steven
;
Holly, Sean
;
Turner, Paul
- In:
Economics letters
62
(
1999
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10006786394
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9
The power of tests for non-linearity
Cook, Steven
;
Holly, Sean
;
Turner, Paul
- In:
Economics letters
62
(
1999
)
2
,
pp. 155-159
Persistent link: https://www.econbiz.de/10001255473
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10
Lag optimisation and finite-sample size distortion of unit root tests
Cook, Steven
;
Manning, D. N.
- In:
Economics letters
84
(
2004
)
2
,
pp. 267-274
Persistent link: https://www.econbiz.de/10002116706
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