Exact similar tests for unit roots and cointegration

Testing for r versus r-1 cointegrating vectors

Snell, A
Edinburgh Univ. (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.972(EU-DE-DP--1995/10) / BLDSC ...

Unit root tests with a break in innovation variance

Kim, T.
Leybourne, S.
Newbold, P.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2000

Available from British Library Document Supply Centre-DSC:3597.8105(no 2000/1) / 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...

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...

A direct test for cointegration between a pair of time series

Leybourne, S.
Newbold, P.
Vougas, D.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(no 00/29) / BLDSC - Britis...

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...

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...

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...

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...

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 - ...

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...

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

Szroeter, J

January 1980

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

The exact power envelope of tests for a unit root

Podivinsky, J.M.
King, M.L.
Southampton Univ. (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(no 0026) / BLDSC - British L...

Testing for r versus r-1 cointegrating vectors

Snell, A
Edinburgh Univ. (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.972(EU-DE-DP--1995/10) / BLDSC ...

Unit root tests with a break in innovation variance

Kim, T.
Leybourne, S.
Newbold, P.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2000

Available from British Library Document Supply Centre-DSC:3597.8105(no 2000/1) / 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...

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...

A direct test for cointegration between a pair of time series

Leybourne, S.
Newbold, P.
Vougas, D.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(no 00/29) / BLDSC - Britis...

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...

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...

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...

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...

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 - ...

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...

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

Szroeter, J

January 1980

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

The exact power envelope of tests for a unit root

Podivinsky, J.M.
King, M.L.
Southampton Univ. (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(no 0026) / BLDSC - British L...

Testing for r versus r-1 cointegrating vectors

Snell, A
Edinburgh Univ. (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.972(EU-DE-DP--1995/10) / BLDSC ...

Unit root tests with a break in innovation variance

Kim, T.
Leybourne, S.
Newbold, P.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2000

Available from British Library Document Supply Centre-DSC:3597.8105(no 2000/1) / 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...

Exact similar tests for unit roots and cointegration

Abstract

Extracted data

Exact similar tests for unit roots and cointegration

Abstract

Extracted data

Related items

Related items