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Comment on "Statistical adequacy and the testing of trend versus difference stationarity" by Andreou and Spanos (Number 2)

Lumsdaine, Robin L. - In: Econometric reviews 22 (2003) 3, pp. 247-252

Persistent link: https://www.econbiz.de/10001786919

The great appreciation, the great depreciation, and the purchasing power parity hypothesis

Papell, David H. - In: Journal of international economics 57 (2002) 1, pp. 51-82

Persistent link: https://www.econbiz.de/10001692265

Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis : Theory and International Evidence

Banerjee, Anindya; Lumsdaine, Robin L.; Stock, James H. - 2021

This paper investigates the possibility, raised by Perron (1989, 1990a), that aggregate economic time series can be characterized as being stationary around broken trend lines. Unlike Perron, we treat the break date as unknown a priori. Asymptotic distributions are developed for recursive,...

Persistent link: https://www.econbiz.de/10013248699

Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis : Theory and International Evidence

Banerjee, Anindya - 1990

Persistent link: https://www.econbiz.de/10012475507

The structure of unemployment

Papell, David H.; Murray, Christian J.; Ghiblawi, Hala - In: The review of economics and statistics 82 (2000) 2, pp. 309-315

Persistent link: https://www.econbiz.de/10001487857

The choice of numeraire currency in panel tests of purchasing power parity

Papell, David H.; Theodoridis, Hristos - In: Journal of money, credit and banking : JMCB 33 (2001) 3, pp. 790-803

Persistent link: https://www.econbiz.de/10001605447

Testing for unit roots in panels in the presence of structural change with an application to OECD unemployment

Murray, Christian J.; Papell, David H. - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 223-238). 2000

Persistent link: https://www.econbiz.de/10001583144

Long-run purchasing power parity with short-run data : evidence with a null hypothesis of stationarity

Culver, Sarah E.; Papell, David H. - In: Journal of international money and finance 18 (1999) 5, pp. 751-768

Persistent link: https://www.econbiz.de/10001415350

The purchasing power parity persistence paradigm

Murray, Christian J.; Papell, David H. - In: Journal of international economics 56 (2002) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10001652688

The uncertain unit root in the US real GDP : evidence with restricted and unrestricted structural change

Papell, David H.; Prodan, Ruxandra - In: Journal of money, credit and banking : JMCB 36 (2004) 3/1, pp. 423-427

Persistent link: https://www.econbiz.de/10002144792