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Statistical tests and related results for identification, rank and latent roots

Szroeter, J

Publication date

January 1980

Abstract

SIGLEAvailable from British Library Document Supply Centre- DSC:D34938/81 / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Extracted data

Related items

Repeated tests on serially correlated data

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January 1986

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Summary of statistical results

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Northern Ireland. Department of Health, Social Services and Public Safety (United Kingdom)

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:7344. 564(2000/01) / BLDSC - British...

Data-based statistical methods

Young, G.A

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A simple test for a unit root

Leybourne, S.
Nottingham Univ. (United Kingdom). Dept. of Economics

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Darnell, A.C
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Robin, J.
Smith, R
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9521) / BLDSC - B...

A simple non-parametric test for a unit root

Boero, G.
Burridge, P
Nottingham Univ. (United Kingdom). Dept. of Economics

January 1991

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Exact similar tests for unit roots and cointegration

Kiviet, J.F.
Phillips, G.D
Bristol Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--91/308) / BLDSC - ...

Testing for unit roots in macroeconomic variables

Sahay, S.N.
Mehta, R
Bristol Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(BU-DE-DP--96/416) / BLDSC - ...

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Shin, Y
Im, K.S.
Pesaran, M.H.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1995

Available from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9526) / BLDSC - Britis...

Tests of rank in reduced rank regression models

Smith, R.
Camba-Mendez, G.
Kapetanios, G.
National Inst. of Economic and Social Research, London (United Kingdom)

January 1999

Available from British Library Document Supply Centre-DSC:3597.532(150) / BLDSC - British Library Do...

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Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

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SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-15) / BLDSC - British Lib...

Unit root testing using covariates Some theory and evidence

Caporale, G.M.
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London Business School (United Kingdom). Centre for Economic Forecasting

January 1997

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Edmonds, G.J.
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Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(9215) / BLDSC - British Lib...

On the distribution of tests for cointegration rank

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(133) / BLDSC - British Libra...

Repeated tests on serially correlated data

Geary, D.N

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:DX83824 / BLDSC - British Library Do...

Summary of statistical results

Mooney, Eugene
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Northern Ireland. Department of Health, Social Services and Public Safety (United Kingdom)

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:7344. 564(2000/01) / BLDSC - British...

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January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:D59224 / BLDSC - British Library Doc...

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SIGLEAvailable from British Library Document Supply Centre-DSC:3597.939(92/20) / BLDSC - British Lib...

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Darnell, A.C
Durham Univ. (United Kingdom). Dept. of Economics

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SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1059(DU-DE-WP--108) / BLDSC - B...

Robin, J.
Smith, R
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9521) / BLDSC - B...

A simple non-parametric test for a unit root

Boero, G.
Burridge, P
Nottingham Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.810(NU-DE-DP--91/10) / BLDSC - B...

Exact similar tests for unit roots and cointegration

Kiviet, J.F.
Phillips, G.D
Bristol Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--91/308) / BLDSC - ...

Testing for unit roots in macroeconomic variables

Sahay, S.N.
Mehta, R
Bristol Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(BU-DE-DP--96/416) / BLDSC - ...

Testing for unit roots in heterogeneous panels

Shin, Y
Im, K.S.
Pesaran, M.H.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1995

Available from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9526) / BLDSC - Britis...

Tests of rank in reduced rank regression models

Smith, R.
Camba-Mendez, G.
Kapetanios, G.
National Inst. of Economic and Social Research, London (United Kingdom)

January 1999

Available from British Library Document Supply Centre-DSC:3597.532(150) / BLDSC - British Library Do...

Regression-based seasonal unit root tests

Smith, R.J.
Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-15) / BLDSC - British Lib...

Unit root testing using covariates Some theory and evidence

Caporale, G.M.
Pittis, N.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(20-97) / BLDSC - British Li...

Unit root tests and mean shifts

Edmonds, G.J.
O'Brien, R.
Podivinsky, J.M
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.937(9215) / BLDSC - British Lib...

On the distribution of tests for cointegration rank

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(133) / BLDSC - British Libra...

Repeated tests on serially correlated data

Geary, D.N

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:DX83824 / BLDSC - British Library Do...

Summary of statistical results

Mooney, Eugene
Fitzpatrick, Manny
McMahon, Maire
Northern Ireland. Department of Health, Social Services and Public Safety (United Kingdom)

January 2002

SIGLEAvailable from British Library Document Supply Centre- DSC:7344. 564(2000/01) / BLDSC - British...

Data-based statistical methods

Young, G.A

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:D59224 / BLDSC - British Library Doc...