Similar Search Results - EconBiz

On the Definitions of (Co-)Integration

Abadir, Karim M.; Taylor, A. M. Robert - Department of Economics and Related Studies, University …

Persistent link: https://www.econbiz.de/10005129596

On the Definitions of (Co-) Integration

Abadir, Karim M. - 2012

Two problems exist in testing for (co-)integration. One is that current definitions of fractional integration in the time-domain can be incomplete. The other is that disregarding fractional orders of integration can cause incorrectly-sized inference about cointegration. This paper completes the...

Persistent link: https://www.econbiz.de/10013112349

Regression-based seasonal unit root tests with recursive mean adjustment

Taylor, Robert - 1999

Persistent link: https://www.econbiz.de/10001409492

Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration

Taylor, Robert - 1999

Persistent link: https://www.econbiz.de/10001409493

Testing against stochastic trend and seasonality in the presence ofunattended breaks and unit roots

Busetti, Fabio - 2003

Persistent link: https://www.econbiz.de/10013439314

An optimal test against a Random walk component in a non-orthogonal unobserved components model

Bailey, Ralph W. - 2000

Persistent link: https://www.econbiz.de/10013442514

An introduction to hypergeometric functions for economists

Abadir, Karim Maher - In: Econometric reviews 18 (1999) 3, pp. 287-330

Persistent link: https://www.econbiz.de/10001405018

On efficient simulations in dynamic models

Abadir, Karim Maher - 1995

Persistent link: https://www.econbiz.de/10000939898

A distribution generating equation for unit-root statistics

Abadir, Karim Maher - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 305-323

Persistent link: https://www.econbiz.de/10001330272

Unbiased estimation as a solution to testing for random walks

Abadir, Karim Maher - In: Economics letters 47 (1995) 3, pp. 263-268

Persistent link: https://www.econbiz.de/10001178227

A service of the