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The robustness of modified uni...
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ECONIS (ZBW)
406
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1
Finite-sample size distortion of the AESTAR unit root test :
GARCH
, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
Saved in:
2
Panel versus
GARCH
information in unit root testing with an application to financial markets
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Economic modelling
41
(
2014
),
pp. 173-176
Persistent link: https://www.econbiz.de/10010438367
Saved in:
3
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
Saved in:
4
On the size distortion of a test for equality between the ATE and FE estimands
Pacini, David
- In:
Journal of econometric methods
8
(
2019
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012022989
Saved in:
5
Does convergence of incomes still exist among developed economies? : time series evidence in G7 countries
Solarin Sakiru Adebola
- In:
Theoretical and applied economics : GAER review
20
(
2013
)
12
,
pp. 57-66
Persistent link: https://www.econbiz.de/10010233248
Saved in:
6
Purchasing power parity in OECD countries : nonlinear unit root tests revisited
Cuestas, Juan Carlos
;
Regis, Paulo José
- In:
Economic modelling
32
(
2013
),
pp. 343-346
Persistent link: https://www.econbiz.de/10009761526
Saved in:
7
Rivalry and the dynamic instability of venture capital investment shares
Ballinger, T. Parker
;
Ewing, Bradley T.
;
Thompson, Mark A.
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1150-1154
Persistent link: https://www.econbiz.de/10010196993
Saved in:
8
Are shocks to aluminium consumption transitory or permanent?
Jaunky, Vishal Chandr
- In:
Review of applied economics
9
(
2013
)
1/2
,
pp. 21-37
Persistent link: https://www.econbiz.de/10010245597
Saved in:
9
Commodity prices and the US money supply in the long run
Azar, Samih Antoine
- In:
International journal of trade and global markets
5
(
2012
)
3/4
,
pp. 316-335
Persistent link: https://www.econbiz.de/10009722086
Saved in:
10
Do large recessions reduce output permanently?
Hosseinkouchack, Mehdi
;
Wolters, Maik H.
- In:
Economics letters
121
(
2013
)
3
,
pp. 515-519
Persistent link: https://www.econbiz.de/10010393037
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