Unit root tests with a break in innovation variance

Issues in testing for unit roots in the presence of a structural break, with an application to Eurocurrency interest rates

Rew, Alistair G.

January 2000

Available from British Library Document Supply Centre- DSC:DXN060692 / BLDSC - British Library Docum...

Locally optimal tests against seasonal unit roots

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

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-12) / BLDSC - British Lib...

A new panel unit root test of PPP

Coakley, J.
Fuertes, A.M.
London Guildhall Univ. (United Kingdom). Centre for International Capital Markets

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.394(no 97-03) / BLDSC - British ...

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...

A simple test for a unit root

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

January 1992

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

A simple test for a unit root

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

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.039(92/20) / BLDSC - British Li...

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...

A simple non-parametric test for a unit root

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

January 1991

Available from British Library Document Supply Centre- DSC:3553.8(BU-DE-DP--91-26) / BLDSC - British...

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...

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:3597.81(NU-DE-DP--91/10) / BLDSC - B...

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...

The size and power of combinations of unit root tests

Burridge, P.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 1997

Period of award 1 Sep 1994 - 29 Feb 1996SIGLEAvailable from British Library Document Supply Centre-D...

Heterogeneous panel unit root tests and purchasing power parity

Luintel, K.B.
University of Wales, Swansea (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.980895(98-09) / BLDSC - British ...

A correction factor for unit root test statistics

Bravo, F.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9809) / BLDSC - British Libr...

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 - ...

Issues in testing for unit roots in the presence of a structural break, with an application to Eurocurrency interest rates

Rew, Alistair G.

January 2000

Available from British Library Document Supply Centre- DSC:DXN060692 / BLDSC - British Library Docum...

Locally optimal tests against seasonal unit roots

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

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-12) / BLDSC - British Lib...

A new panel unit root test of PPP

Coakley, J.
Fuertes, A.M.
London Guildhall Univ. (United Kingdom). Centre for International Capital Markets

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.394(no 97-03) / BLDSC - British ...

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...

A simple test for a unit root

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

January 1992

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

A simple test for a unit root

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

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.039(92/20) / BLDSC - British Li...

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...

A simple non-parametric test for a unit root

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

January 1991

Available from British Library Document Supply Centre- DSC:3553.8(BU-DE-DP--91-26) / BLDSC - British...

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...

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:3597.81(NU-DE-DP--91/10) / BLDSC - B...

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...

The size and power of combinations of unit root tests

Burridge, P.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 1997

Period of award 1 Sep 1994 - 29 Feb 1996SIGLEAvailable from British Library Document Supply Centre-D...

Heterogeneous panel unit root tests and purchasing power parity

Luintel, K.B.
University of Wales, Swansea (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.980895(98-09) / BLDSC - British ...

A correction factor for unit root test statistics

Bravo, F.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9809) / BLDSC - British Libr...

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 - ...

Issues in testing for unit roots in the presence of a structural break, with an application to Eurocurrency interest rates

Rew, Alistair G.

January 2000

Available from British Library Document Supply Centre- DSC:DXN060692 / BLDSC - British Library Docum...

Locally optimal tests against seasonal unit roots

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

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-12) / BLDSC - British Lib...

A new panel unit root test of PPP

Coakley, J.
Fuertes, A.M.
London Guildhall Univ. (United Kingdom). Centre for International Capital Markets

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.394(no 97-03) / BLDSC - British ...

Unit root tests with a break in innovation variance

Abstract

Extracted data

Unit root tests with a break in innovation variance

Abstract

Extracted data

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