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Infrequent permanent shocks and the finite-sample performance of unit root tests

✍ Scribed by Nathan S. Balke; Thomas B. Fomby

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

INFREQUENT PERMANENT SHOCKS AND THE UNIT

✍ Terence C. Mills 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 236 KB

The finite-sample performance of robust

✍ Kai Carstensen 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 English ⚖ 780 KB

Lag optimisation and finite-sample size

✍ Steven Cook; Neil Manning 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 89 KB

Panel unit root tests in the presence of

✍ S. De Silva; K. Hadri; A. R. Tremayne 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 250 KB

A simple modification to improve the fin

✍ Pierre Perron; Zhongjun Qu 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 390 KB

The Finite Sample Effects of Determinist

✍ A. M. R. Taylor 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 156 KB