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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
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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
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Do the lag lengths matter in terms of size and power properties of nonlinear unit root tests?
Hepsağ, Aycan - In: Selected topics in applied econometrics, (pp. 148-160). 2019
Persistent link: https://www.econbiz.de/10012286978
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On asymptotic size distortions in the random coefficients logit model
Ketz, Philipp - In: Journal of econometrics 212 (2019) 2, pp. 413-432
Persistent link: https://www.econbiz.de/10012304029
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Wavelet energy ratio unit root tests
Trokić, Mirza - In: Econometric reviews 38 (2019) 1, pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
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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
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Specification tests for univariate diffusions
Hurn, Stan; Martin, Vance; Xu, Lina - In: Econometric reviews 41 (2022) 6, pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
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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
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Equilibrium exchange rate determination and multiple structural changes
Cerrato, Mario; Kim, Hyunsok; MacDonald, Ronald - In: Journal of empirical finance 22 (2013), pp. 52-66
Persistent link: https://www.econbiz.de/10009768431
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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