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Semiparametric tests for the order of integration in the possible presence of level breaks

Iacone, Fabrizio; Nielsen, Morten Ørregaard; Taylor, Robert - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 880-896

Persistent link: https://www.econbiz.de/10013534577

Semiparametric tests for the order of integration in the possible presence of level breaks

Iacone, Fabrizio; Nielsen, Morten Ørregaard; Taylor, Robert - 2020

Lobato and Robinson (1998) develop semiparametric tests for the null hypothesis that a series is weakly autocorrelated, or I(0), about a constant level, against fractionally integrated alternatives. These tests have the advantage that the user is not required to specify a parametric model for...

Persistent link: https://www.econbiz.de/10012243070

Semiparametric tests for the order of integration in the possible presence of level breaks

Iacone, Fabrizio; Nielsen, Morten Ørregaard; Taylor, Robert - 2021

Persistent link: https://www.econbiz.de/10012434016

The structure of tourist expenditure in Fiji : evidence from unit root structural break tests

Narayan, Paresh Kumar - In: Applied economics 37 (2005) 10, pp. 1157-1161

Persistent link: https://www.econbiz.de/10002920553

An analysis of Indonesia's business cycle

Narayan, Paresh Kumar - In: The Indian economic journal 59 (2011) 1, pp. 162-173

Persistent link: https://www.econbiz.de/10009657060

Response of inflation to shocks : new evidence from Sub-Saharan African countries

Narayan, Paresh Kumar - In: Economic modelling 36 (2014), pp. 378-382

Persistent link: https://www.econbiz.de/10010415458

Revisiting the US money demand function : an application of the Lagrange multiplier structural break unit root test and the bounds test for a long-run relationship

Narayan, Paresh Kumar - In: Applied economics 40 (2008) 7/9, pp. 897-904

Persistent link: https://www.econbiz.de/10003723062

Examining structural breaks and growth rates in international health expenditures

Narayan, Paresh Kumar - In: Journal of health economics 25 (2006) 5, pp. 877-890

Persistent link: https://www.econbiz.de/10003369400

Evidence of panel stationarity from Chinese provincial and regional income

Narayan, Paresh Kumar - In: China economic review : an international journal 19 (2008) 2, pp. 274-286

Persistent link: https://www.econbiz.de/10003776574

The purchasing power parity revisited : new evidence for 16 OECD countries from panel unit root tests with structural breaks

Narayan, Paresh Kumar - In: Journal of international financial markets, … 18 (2008) 2, pp. 137-146

Persistent link: https://www.econbiz.de/10003710327

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