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An econometric analysis of I (2) variables

Haldrup, Niels - In: Journal of economic surveys 12 (1998) 5, pp. 595-650

Persistent link: https://www.econbiz.de/10001400865

[Rezension von: Maddala, G. S., ...,, Unit roots cointegration and structural change]

Haldrup, Niels - In: The economic journal : the journal of the Royal … 110 (2000), pp. F800-803

Persistent link: https://www.econbiz.de/10001545475

An econometric analysis of I(2) variables

Haldrup, Niels - In: Practical issues in cointegration analysis, (pp. 179-234). 1999

Persistent link: https://www.econbiz.de/10001550937

Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification : comment

Siliverstovs, Boriss - 2003

In this paper we present explanation on the phenomenon pointed out in Cook and Manning (2002) on the unusual behaviour of the Dickey-Fuller test in the presence of trend misspecification. It appears that the rejection frequency of the unit root tests in the presence of trend misspecification is...

Persistent link: https://www.econbiz.de/10011439441