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Tag:
UNIT ROOTS
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Page 1 of 2
Title
Authors/Editors
Publisher
Type
Copies
A COMPARATIVE STUDY OF UNIT ROOT TESTS WITH PANEL DATA AND A NEW SIMPLE TEST
Edition
:
[1997]
Year
:
1999
Series
:
OXFORD BULLETIN OF ECONOMICS AND STATISTICS, SPECIAL ISSUE
Call No
:
ΡΕΘΥΜΝΟ-ΣΠΙΤΙ
NEW UP 1
MADDALA
WU
BLACKWELL Publishers
References
1
WHY FREQUENCY MATTERS FOR UNIT ROOT TESTING
Year
:
2004
Call No
:
ΡΕΘΥΜΝΟ-ΣΠΙΤΙ
NEW UP 1
BOSWIJK
KLAASSEN
TINBERGEN INSTITUTE DISCUSSION PAPER
References
1
MINIMUM LAGRANGE MULTIPLIER UNIT ROOT TEST WITH TWO STRUCTURAL BREAKS
Edition
:
THE REVIEW OF ECONOMICS AND STATISTICS, NOV. 2003, 85(4): 1082-1089
Year
:
2003
Call No
:
ΡΕΘΥΜΝΟ-ΣΠΙΤΙ
NEW UP 1
LEE
STRAZICICH
References
1
UNIT ROOTS VERSUS OTHER TYPES OF TIME HETEROGENEITY, PARAMETER TIME DEPENDENCE AND SUPEREXOGENEITY
Edition
:
JOURNAL OF FORECASTING 21, 207-223
Year
:
2002
Call No
:
ΡΕΘΥΜΝΟ-ΣΠΙΤΙ
NEW UP 1
CAPORALE
PITTIS
WILEY InterScience (online)
References
1
A PANIC ATTACK ON UNIT ROOTS AND COINTEGRATION
Edition
:
DECEMBER
Year
:
2001
Call No
:
ΡΕΘΥΜΝΟ-ΣΠΙΤΙ
NEW UP 11
BAI
NG
References
1
PANEL UNIT ROOT TESTS AND SPATIAL DEPENDENCE
Edition
:
JOURNAL OF APPLIED ECONOMETRICS 22: 339-360
Year
:
2007
Call No
:
ΡΕΘΥΜΝΟ-ΣΠΙΤΙ
NEW UP 1
BALTAGI
BRESSON
PIROTTE
WILEY InterScience (online)
References
1
UNIT ROOTS AND COINTEGRATION: AN INTRODUCTION
Call No
:
ΡΕΘΥΜΝΟ-ΣΠΙΤΙ
NEW UP 7
HOLDEN
PERMAN
References
1
TESTING THE UNBIASED FORWARD RATE HYPOTHESIS: EVIDENCE ON UNIT ROOTS, CO-INTEGRATION, AND STOCHASTIC COEFFICIENTS
Edition
:
JUNE
Year
:
1991
Series
:
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
Call No
:
OUT
BARNHART
SZAKMARY
References
1
TESTS FOR UNIT ROOTS: A MONTE CARLO INVESTIGATION
Edition
:
APRIL
Year
:
1989
Series
:
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, VOL. 7, No 2
Call No
:
OUT
SCHWERT
AMERICAN STATISTICAL ASSOCIATION
References
1
ARE SHOCKS TO ENERGY CONSUMPTION PERMANENT OR TEMPORARY? EVIDENCE FROM 182 COUNTRIES
Call No
:
OUT
NARAYAN
SMYTH
References
1
1
2