Search

Category: UNIT ROOTS [ All ]

Page 1 of 1

  Title Copies
A COMPARATIVE STUDY OF UNIT ROOT TESTS WITH PANEL DATA AND A NEW SIMPLE TEST 
DISCUSSION PAPERS IN QUANTITATIVE ECONOMICS & COMPUTING [No 16] An investigation of some small alternatives in autoregressive unit root testing with model selection. 
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 
MINIMUM LM UNIT ROOT TEST WITH ONE STRUCTURAL BREAK 
Year: 2004 
NONLINEAR IV UNIT ROOT TESTS IN PANELS WITH CROSS-SECTIONAL DEPENDENCY 
Edition: ScienceDirect - JOURNAL OF ECONOMICS 
Year: 2002 
PANEL UNIT ROOT TESTS AND SPATIAL DEPENDENCE 
Edition: JOURNAL OF APPLIED ECONOMETRICS 22: 339-360 
Year: 2007 
UNIT ROOT TESTS AND ASYMMETRIC ADJUSTMENT WITH AN EXAMPLE USING THE TERM STRUCTURE OF INTEREST RATES 
UNIT ROOTS VERSUS OTHER TYPES OF TIME HETEROGENEITY, PARAMETER TIME DEPENDENCE AND SUPEREXOGENEITY 
Edition: JOURNAL OF FORECASTING 21, 207-223 
Year: 2002 
USING PANEL DATA TO INCREASE THE POWER OF MODIFIED UNIT ROOT TESTS IN THE PRESENCE OF STRUCTURAL BREAKS 
Year: 2005 
Call No: OUT 
WHY FREQUENCY MATTERS FOR UNIT ROOT TESTING 
Year: 2004