Narrow search
Showing 1 - 10 of 26
Cover Image
Unit root testing against an ST-MTAR alternative : finite-sample properties and an application to the UK housing market
Cook, Steven; Vougas, Dimitrios V. - In: Applied economics 41 (2009) 10/12, pp. 1397-1404
Persistent link: https://www.econbiz.de/10003845351
Cover Image
Modification of the point optimal unit root test
Vougas, Dimitrios V. - In: Applied economics letters 16 (2009) 4/6, pp. 349-352
Persistent link: https://www.econbiz.de/10003842404
Cover Image
Final modification of the LM unit root test
Vougas, Dimitrios V. - In: Applied economics letters 15 (2008) 13/15, pp. 1007-1009
Persistent link: https://www.econbiz.de/10003801118
Cover Image
Is the trend in post-WW II US real GDP uncertain or non-linear?
Vougas, Dimitrios V. - In: Economics letters 94 (2007) 3, pp. 348-355
Persistent link: https://www.econbiz.de/10003436840
Cover Image
Modification of the LM unit root test
Vougas, Dimitrios V. - In: Applied economics letters 14 (2007) 10/12, pp. 913-917
Persistent link: https://www.econbiz.de/10003589558
Cover Image
GLS detrending and unit root testing
Vougas, Dimitrios V. - In: Economics letters 97 (2007) 3, pp. 222-229
Persistent link: https://www.econbiz.de/10003575569
Cover Image
Power comparison of invariant unit root tests
Vougas, Dimitrios V. - In: Applied economics letters 15 (2008) 7/9, pp. 509-512
Persistent link: https://www.econbiz.de/10003741289
Cover Image
Size performance of the lagrange multiplier (LM) unit root test in the presence of a neglected break under the null
Vougas, Dimitrios V. - In: Applied economics letters 15 (2008) 7/9, pp. 701-705
Persistent link: https://www.econbiz.de/10003741635
Cover Image
Finite-sample critical values of the augmented Dickey-Fuller statistic : a note on lag order
Cook, Steven - In: Economic issues 6 (2001) 2, pp. 31-38
Persistent link: https://www.econbiz.de/10001608444
Cover Image
Testing for unit roots : threshold autoregression and asymmetric trend stationarity
Cook, Steven - In: Economic issues 6 (2001) 1, pp. 59-65
Persistent link: https://www.econbiz.de/10001565567