EXACT SIMILAR TESTS FOR UNIT ROOTS AND COINTEGRATION

被引：23

|

作者：

KIVIET, JF ^{[1
]}

PHILLIPS, GDA ^{[1
]}

机构：

[1] UNIV BRISTOL,BRISTOL BS8 1TN,ENGLAND

来源：

OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 1992年 / 54卷 / 03期

关键词：

D O I：

10.1111/j.1468-0084.1992.tb00006.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

收藏

页码：349 / 367

页数：19

相关论文

共 50 条

[41] Power of tests for unit roots in the presence of a linear trend
Nielsen, Bent
[J]. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 2008, 70 (05) : 619 - 644
[42] Tests for unit roots: A Monte Carlo investigation (Reprinted)
Schwert, GW
[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2002, 20 (01) : 5 - 17
[43] Bootstrap tests for unit roots based on LAD estimation
Moreno, M
Romo, J
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2000, 83 (02) : 347 - 367
[44] Tests for unit roots in macroeconomic time series data
Aryal, DR
Wang, YW
[J]. PROCEEDINGS OF 2003 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING, VOLS I AND II, 2003, : 515 - 521
[45] Power comparison among tests for fractional unit roots
Lobato, Ignacio N.
Velasco, Carlos
[J]. ECONOMICS LETTERS, 2008, 99 (01) : 152 - 154
[46] TESTS FOR UNIT ROOTS - A MONTE-CARLO INVESTIGATION
SCHWERT, GW
[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1989, 7 (02) : 147 - 159
[47] On the Limiting Behaviour of Augmented Seasonal Unit Roots Tests
Taylor, A. M. Robert
[J]. ECONOMICS BULLETIN, 2005, 3
[48] THE POWER OF MODIFIED INSTRUMENTAL VARIABLES TESTS FOR UNIT ROOTS
LI, HY
[J]. BIOMETRIKA, 1995, 82 (03) : 660 - 666
[49] Bootstrap tests for unit roots in seasonal autoregressive models
Psaradakis, Z
[J]. STATISTICS & PROBABILITY LETTERS, 2000, 50 (04) : 389 - 395
[50] Local power functions of tests for double unit roots
Haldrup, N
Lildholdt, P
[J]. STATISTICA NEERLANDICA, 2005, 59 (02) : 159 - 179

← 1 2 3 4 5 →