✦ LIBER ✦

Unit Root Testing Using Covariates: Some Theory and Evidence

✍ Scribed by Guglielmo Maria Caporale; Nikitas Pittis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Covariate unit root tests with good size

✍ Sebastian Fossati 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 292 KB

DO REAL INTEREST RATES REALLY CONTAIN A

✍ CHENG-FENG LEE; CHING-CHUAN TSONG 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 241 KB

Some cautions on the use of nonlinear pa

✍ Chi Keung Marco Lau; Farrukh Suvankulov; Yongyang Su; Frankie Chau 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 370 KB

A REVISIT TO THE STATIONARITY OF OECD IN

✍ CHING-CHUAN TSONG; CHENG-FENG LEE; CHIEN-CHIANG LEE 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 232 KB

Testing the unit root hypothesis using g

✍ Giuseppe Cavaliere 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 584 KB

Testing for Unit Roots with Breaks: Evid

✍ Luis C. Nunes; Paul Newbold; Chung-Ming Kuan 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 57 KB