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Analyzing the degree of persistence of economic policy uncertainty using linear and non-linear fourier quantile unit root tests
Peng, Yi-Ting; Chang, Tsangyao; Ranjbar, Omid - In: The Manchester School 90 (2022) 4, pp. 453-471
Persistent link: https://www.econbiz.de/10013275644
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Consequences of fractionally integrated regressors
Ploberger, Werner - 1999
Persistent link: https://www.econbiz.de/10001438716
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Unit root log periodogram regression
Phillips, Peter C. B. - 1999
Persistent link: https://www.econbiz.de/10001440489
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Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.; Phillips, Garry D. A. - 1999
Persistent link: https://www.econbiz.de/10001398338
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Efficient tests for autoregressive unit roots in panel data
Bowman, David - 1999
Persistent link: https://www.econbiz.de/10001422251
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Inference in models with nearly integrated regressors
Cavanagh, Christopher Lorne; Elliott, Graham; Stock, … - 1995
Persistent link: https://www.econbiz.de/10000929623
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Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressions
Kauppi, Heikki - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 239-274). 2000
Persistent link: https://www.econbiz.de/10001583145
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Rank tests of unit root hypothesis with infinite variance errors
Hasan, Mohammad N. - In: Journal of econometrics 104 (2001) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10001589521
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Partially linear models with unit roots
Juhl, Ted; Xiao, Zhijie - In: Econometric theory 21 (2005) 5, pp. 877-906
Persistent link: https://www.econbiz.de/10003101944
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Moment approximation for least-squares estimators in dynamic regression models with a unit root
Kiviet, J. F.; Phillips, Garry D. A. - In: The econometrics journal 8 (2005) 2, pp. 115-142
Persistent link: https://www.econbiz.de/10003018790