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~subject:"Unit root test"
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Testing for trend
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Unit root test
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Busetti, Fabio
10
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4
Taylor, Robert
4
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3
Di Sanzo, Silvestro
2
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ECONIS (ZBW)
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1
Convergence of prices and rates of inflation
Busetti, Fabio
;
Fabiani, Silvia
;
Harvey, Andrew C.
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 863-877
Persistent link: https://www.econbiz.de/10003393556
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2
Convergence of prices and rates of inflation
Busetti, Fabio
-
2006
Persistent link: https://www.econbiz.de/10013439486
Saved in:
3
A unified approach to testing for stationarity and unit roots
Harvey, Andrew C.
- In:
Identification and inference for econometric models : …
,
(pp. 403-425)
.
2005
Persistent link: https://www.econbiz.de/10003352588
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4
Multivariate unit root tests and testing for convergence
Harvey, Andrew C.
(
contributor
);
Bates, David
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726431
Saved in:
5
Initial conditions and stationarity tests
Busetti, Fabio
- In:
Economics letters
105
(
2009
)
3
,
pp. 296-299
Persistent link: https://www.econbiz.de/10003931092
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6
Variance shifts, structural breaks, and stationarity tests
Busetti, Fabio
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 510-531
Persistent link: https://www.econbiz.de/10001807005
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7
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Taylor, Robert
;
Busetti, Fabio
-
2002
Persistent link: https://www.econbiz.de/10001663131
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8
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio
;
Taylor, Robert
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 21-53
Persistent link: https://www.econbiz.de/10001787600
Saved in:
9
Bootstrap LR tests of stationary, common trends and cointegration
Busetti, Fabio
;
Di Sanzo, Silvestro
-
2011
Persistent link: https://www.econbiz.de/10009510865
Saved in:
10
Testing against stochastic trend and seasonality in the presence ofunattended breaks and unit roots
Busetti, Fabio
-
2003
Persistent link: https://www.econbiz.de/10013439314
Saved in:
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