Results 281 to 290 of about 9,463,202 (307)

Nonparametric tests for unit roots and cointegration

Journal of Econometrics, 2002
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A nonparametric test for seasonal unit roots [PDF]

, 2009
We consider a nonparametric test for the null of seasonal unit roots in quarterly time series that builds on the RUR (records unit root) test by Aparicio, Escribano, and Sipols. We find that the test concept is more promising than a formalization of visual aids such as plots by quarter.
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Testing for unit roots

Economics Letters, 1987
A.S. Downes, H. Leon
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Testing For Unit Roots Using Economics [PDF]

, 2001
This paper considers the economic implications of having unit roots in stochastic processes of variables like consumption or GDP. Using a variety of models, we develop indirect tests for unit roots based on sharp distinctions that should arise when the scale variable is either difference stationary or trend stationary. These tests are seen to avoid the
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A new unit root test with two structural breaks in level and slope at unknown time

Journal of Applied Statistics, 2010
Paresh Narayan, Stephan Popp
exaly  

Size and power properties of structural break unit root tests

Applied Economics, 2013
Paresh Narayan, Stephan Popp
exaly  

Are shocks to ecological balance permanent or temporary? Evidence from LM unit root tests

Journal of Cleaner Production, 2020
Veli Yılancı, Ugur Korkut Pata
exaly  

Shortfalls of panel unit root testing

Economics Letters, 2003
Jack Strauss
exaly  

Testing for a unit root in the presence of a variance shift

Economics Letters, 1997
Shigeyuki Hamori
exaly  

Unit Root Tests under Time-Varying Variances

Econometric Reviews, 2005
Giuseppe Cavaliere
exaly