Segmented trends and the power of unit root tests A reconsideration of the stochastic properties of U.K. output

A Bayesian analysis of stochastic unit root models

Jones, C.R.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN031728 / BLDSC - British Library D...

Essays in unit root testing

Smith, Lynette Vanessa

January 2003

This thesis is a collection of four essays with main focus on testing for a unit root under structur...

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...

Modelling changing trend rates of output growth Unit roots, segmented trends and common features

Mills, T.C.
Crafts, N.
Hull Univ. (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.954(214) / BLDSC - British Libra...

Tests of common stochastic trends

Harvey, A.
Nyblom, J.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9902) / BLDSC - British Libr...

Testing and estimation of models with stochastic trends

Busetti, Fabio

January 2001

Available from British Library Document Supply Centre- DSC:DXN055508 / BLDSC - British Library Docum...

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

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

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(02-06) / BLDSC - British Lib...

Asymptotic theory of statistics from unit root test regressions when the alternative is a breaking-trend-stationery model

Noriega-Muro, A
Manchester Univ. (United Kingdom). Dept. of Econometrics and Social Statistics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7895(MU-DESS-DP-ES--240) / BLDS...

Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation

Mohitosh Kejriwaly
Claude Lopezz
Jel Classi Cation C

January 2009

Determining whether per capita output can be characterized by a stochastic trend is complicated by t...

Testing of unit root and other nonstationary hypotheses in macroeconomic time series

Robinson, P.
Gil-Alana, L.
Suntory and Toyota International Centres for Economics and Related Disciplines, London (United Kingdom). Economics of Industry Group

January 1996

Available from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/317) / BLDSC - ...

The unit root hypothesis in long-term output Evidence from two structural breaks for 16 countries

Papell, D.H
Lumsdaine, R.L.
Ben-David, D.
Centre for Economic Policy Research, London (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1336) / BLDSC - B...

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 roots and structural breaks in U.K. output

Noriega-Muro, A
Manchester Univ. (United Kingdom). Dept. of Econometrics and Social Statistics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7895(MU-DESS-ES-DP--237) / BLDS...

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...

Sharing stochastic trends

Pellegrini, G
University Coll., London (United Kingdom). Dept. of Economics

January 1992

Revised editionAvailable from British Library Document Supply Centre- DSC:3597.7738(UCL-DE-DP--93-06...

A Bayesian analysis of stochastic unit root models

Jones, C.R.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN031728 / BLDSC - British Library D...

Essays in unit root testing

Smith, Lynette Vanessa

January 2003

This thesis is a collection of four essays with main focus on testing for a unit root under structur...

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...

Modelling changing trend rates of output growth Unit roots, segmented trends and common features

Mills, T.C.
Crafts, N.
Hull Univ. (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.954(214) / BLDSC - British Libra...

Tests of common stochastic trends

Harvey, A.
Nyblom, J.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9902) / BLDSC - British Libr...

Testing and estimation of models with stochastic trends

Busetti, Fabio

January 2001

Available from British Library Document Supply Centre- DSC:DXN055508 / BLDSC - British Library Docum...

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

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

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(02-06) / BLDSC - British Lib...

Asymptotic theory of statistics from unit root test regressions when the alternative is a breaking-trend-stationery model

Noriega-Muro, A
Manchester Univ. (United Kingdom). Dept. of Econometrics and Social Statistics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7895(MU-DESS-DP-ES--240) / BLDS...

Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation

Mohitosh Kejriwaly
Claude Lopezz
Jel Classi Cation C

January 2009

Determining whether per capita output can be characterized by a stochastic trend is complicated by t...

Testing of unit root and other nonstationary hypotheses in macroeconomic time series

Robinson, P.
Gil-Alana, L.
Suntory and Toyota International Centres for Economics and Related Disciplines, London (United Kingdom). Economics of Industry Group

January 1996

Available from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/317) / BLDSC - ...

The unit root hypothesis in long-term output Evidence from two structural breaks for 16 countries

Papell, D.H
Lumsdaine, R.L.
Ben-David, D.
Centre for Economic Policy Research, London (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1336) / BLDSC - B...

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 roots and structural breaks in U.K. output

Noriega-Muro, A
Manchester Univ. (United Kingdom). Dept. of Econometrics and Social Statistics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7895(MU-DESS-ES-DP--237) / BLDS...

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...

Sharing stochastic trends

Pellegrini, G
University Coll., London (United Kingdom). Dept. of Economics

January 1992

Revised editionAvailable from British Library Document Supply Centre- DSC:3597.7738(UCL-DE-DP--93-06...

A Bayesian analysis of stochastic unit root models

Jones, C.R.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN031728 / BLDSC - British Library D...

Essays in unit root testing

Smith, Lynette Vanessa

January 2003

This thesis is a collection of four essays with main focus on testing for a unit root under structur...

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...

Segmented trends and the power of unit root tests A reconsideration of the stochastic properties of U.K. output

Abstract

Extracted data

Segmented trends and the power of unit root tests A reconsideration of the stochastic properties of U.K. output

Abstract

Extracted data

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