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A combined nonparametric test for seasonal unit roots

Kunst, Robert M. - 2014

combination succeeds in achieving power gains over the component tests. Simulations explore the finite-sample behavior relative to …

Persistent link: https://www.econbiz.de/10010252130

Essays on asset prices and macroeconomic fundamentals

Chen, Wenjuan - 2013

Persistent link: https://www.econbiz.de/10010222480

Fathoming the theta method for a unit root process

Thomakos, Dimitrios D.; Nikolopoulos, Konstantinos - In: IMA journal of management mathematics 25 (2014) 1, pp. 105-124

Persistent link: https://www.econbiz.de/10010242798

Random walk investigation in Indian market with special references to S&P Nifty : fifty stocks

Tamilselvan, M.; Madhumitha, R. - In: International journal of finance & banking studies : JJFBS 4 (2015) 4, pp. 52-61

Persistent link: https://www.econbiz.de/10011448677

Macroeconomic behaviour and economic growth in Ghana

Agyapong, Daniel; Adam, Anokye M.; Asiamah, Michael - In: Spoudai : journal of economics and business 66 (2016) 4, pp. 26-42

This study tries to ascertain the behaviour of some major macroeconomic factors that would drive Ghana’s economic growth using Johansen approach to cointegration. The study uses quarterly data from 1980:Q1 to 2013:Q4. The data were first analyzed using the Augmented Dickey Fuller (ADF and...

Persistent link: https://www.econbiz.de/10011620128

Testing the structural break of Taiwan inbound tourism markets

Min, Jennifer C. H.; Kung, Hsien-Hung; Chang, Tsangyao - In: Romanian journal of economic forecasting 22 (2019) 2, pp. 117-130

Persistent link: https://www.econbiz.de/10012129034

A new combination of Fourier unit root tests : a PPP application for fragile economies

Zeren, Fatma; Kızılkaya, Fatma - In: Applied economics letters 28 (2021) 19, pp. 1707-1711

Persistent link: https://www.econbiz.de/10012652578

Wavelet energy ratio unit root tests

Trokić, Mirza - In: Econometric reviews 38 (2019) 1, pp. 69-94

Persistent link: https://www.econbiz.de/10012180698

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

Identifying trend nature in time series using autocorrelation functions and stationarity tests

Boutahar, Mohamed; Royer-Carenzi, M. - In: International journal of computational economics and … 14 (2024) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10015062771