The size and power of combinations of unit root tests

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 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...

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...

Size-adjustment and power bounds for unit root tests

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

Period of award 1 Mar 1996 - 31 Aug 1997Available from British Library Document Supply Centre-DSC:37...

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 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...

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 ...

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 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...

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 - ...

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...

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

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

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.954(196) / BLDSC - British Libra...

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...

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 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...

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...

Size-adjustment and power bounds for unit root tests

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

Period of award 1 Mar 1996 - 31 Aug 1997Available from British Library Document Supply Centre-DSC:37...

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 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...

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 ...

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 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...

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 - ...

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...

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

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

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.954(196) / BLDSC - British Libra...

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...

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 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...

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...

The size and power of combinations of unit root tests

Abstract

Extracted data

The size and power of combinations of unit root tests

Abstract

Extracted data

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