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Unit root and stationary tests' wedding
Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - In: Economics letters 70 (2001) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10001534693
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Unit root testing in integer-valued AR (1) models
Hellström, Jörgen - In: Economics letters 70 (2001) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10001534695
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On the power and interpretation of panel unit root tests
Karlsson, Sune; Löthgren, Mickael - In: Economics letters 66 (2000) 3, pp. 249-255
Persistent link: https://www.econbiz.de/10001448883
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Is there a permament component in US real GDP
Strauss, Jack - In: Economics letters 66 (2000) 2, pp. 137-142
Persistent link: https://www.econbiz.de/10001439691
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Mean reversion of the current account : evidence from the panel data unit-root test
Wu, Jyh-lin - In: Economics letters 66 (2000) 2, pp. 215-222
Persistent link: https://www.econbiz.de/10001440035
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Price level trend-stationarity and the instruments and targets of monetary policy : an empirical note
Kugler, Peter - In: Economics letters 63 (1999) 1, pp. 97-101
Persistent link: https://www.econbiz.de/10001398815
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Response surfaces estimates for the Dickey-Fullet unit root test with structural breaks
Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - In: Economics letters 63 (1999) 3, pp. 279-283
Persistent link: https://www.econbiz.de/10001398932
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A residual based test for the numm hypothesis of cointegration
Xiao, Zhijie - In: Economics letters 64 (1999) 2, pp. 133-141
Persistent link: https://www.econbiz.de/10001399210
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Is the consumption-income ratio stationary? : Evidence from panel unit root tests
Sarantis, Nicholas; Stewart, Chris - In: Economics letters 64 (1999) 3, pp. 309-314
Persistent link: https://www.econbiz.de/10001399329
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Misspecification of the breaking date in segmented trend variables : effect on the unit root test
Montañés, Antonio; Olloqui, Irene - In: Economics letters 65 (1999) 3, pp. 301-307
Persistent link: https://www.econbiz.de/10001422787