A simple non-parametric test for a unit root

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 ...

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...

Objective testing

Coulson, A
University of Northumbria at Newcastle (United Kingdom). Materials and Resources Centre for Enterprising Teaching

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:7331.26106(4) / BLDSC - British Libr...

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...

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...

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...

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 nonparametric test for I(0)

Lobato, I.N.
Robinson, P.M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/342) / BLDSC - British Li...

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 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...

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...

Tests of rank

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...

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 ...

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 ...

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...

Objective testing

Coulson, A
University of Northumbria at Newcastle (United Kingdom). Materials and Resources Centre for Enterprising Teaching

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:7331.26106(4) / BLDSC - British Libr...

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...

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...

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...

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 nonparametric test for I(0)

Lobato, I.N.
Robinson, P.M.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(97/342) / BLDSC - British Li...

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 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...

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...

Tests of rank

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...

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 ...

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 ...

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...

Objective testing

Coulson, A
University of Northumbria at Newcastle (United Kingdom). Materials and Resources Centre for Enterprising Teaching

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:7331.26106(4) / BLDSC - British Libr...

A simple non-parametric test for a unit root

Abstract

Extracted data

A simple non-parametric test for a unit root

Abstract

Extracted data

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