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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
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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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The finite-sample size of the BDS test for GARCH standardized residuals
Fernandes, Marcelo; Preumont, Pierre-Yves - In: Brazilian review of econometrics : BRE ; the review of … 32 (2012) 2, pp. 241-260
Persistent link: https://www.econbiz.de/10011538566
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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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Bootstrap model averaging unit root inference
Hansen, Bruce E.; Racine, Jeffrey - In: Essays in honor of Subal Kumbhakar, (pp. 81-98). 2024
Persistent link: https://www.econbiz.de/10014559143
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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
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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
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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
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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