Showing 1 - 20 results of 2,392 for search '"unit root test"', query time: 3.14s Refine Results
  1. 1
    by Smith, Lynette Vanessa
    Published 2003
    ... structural change, and on the behaviour of power-enhancing unit root tests that have recently emerged as a...
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    by Burak Alparslan Eroğlu, Barış Soybilgen
    Published 2018-08-01
    Subjects: ...unit root testing...
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    Article
  6. 6
    by JUANG,YI-JUNG, 莊頤中
    Published 2012
    ... unit root tests. The tests are based on the rank of innovations. Unlike traditional unit root tests...
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    ... === In this essay, a method for comparing the asymptotic power of the multivariate unit root tests proposed...
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  8. 8
    by Zhao, Chong
    Published 2014
    ...This thesis discusses some issues on unit root testing in panel data. It first examines the intra...
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  9. 9
    by Parfionovas, Andrejus
    Published 2003
    ...We explore the application of the bootstrap unit root test to time series with heavy-tailed errors...
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  10. 10
    by Atiq-ur-Rehman
    Published 2011-09-01
    ...Performance of unit root tests depends on several specification decisions prior...
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    Article
  11. 11
    by Chao-chuan Hsieh, 謝妱娟
    Published 2012
    ... of unit root test methods, which frequently used in the empirical studying, to test whether the current...
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    by Chih-Hsien Lo, 羅志賢
    Published 2007
    ... unit root test statistics after some normalization applied to each cross section data to control...
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  15. 15
    by Chia-Ying Wu, 吳佳穎
    Published 2006
    ... and Plosser (1982) changed this view and argued, using the Dickey-Fuller unit root test, they found the most...
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  16. 16
    by Liu, Xijia
    Published 2014
    ... on the studies of the block bootstrap panel unit root tests proposed by Palm, Smeekes and Urbain (2011) which...
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    Doctoral Thesis
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    by Giuseppe Cavaliere, Iliyan Georgiev
    Published 2013-03-01
    ...In this note we discuss the properties of Augmented-Dickey-Fuller [ADF] unit root tests...
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    Article
  20. 20
    by Zhou, Xingwu
    Published 2014
    ...The thesis consists of four papers that address likelihood-based unit root tests for panel data...
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    Doctoral Thesis