Search Results - "unit roots"

Model specification in panel data unit root tests with an unknown break by Chan, Felix, Pauwels, L.

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Forecasting tourist accommodation demand in New Zealand by Lim, C., Chan, Felix

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Issues in the accommodation of model uncertainty in macro-econometric modelling by Aristidou, Chrystalleni

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Structural Breaks and Petroleum Consumption in US States: Are Shocks Transitory or Permanent? by Apergis, Nicholas, Payne, J.

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Recursive right-tailed unit root tests for an explosive asset price bubble by Harvey, David I., Leybourne, Stephen J., Sollis, Robert

Subjects: “…Rational bubble; Explosive autoregression; Unit root testing…”
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Are Fluctuations in Coal Consumption Transitory or Permanent? Evidence from A Panel of US States by Apergis, Nicholas, Loomis, D., Payne, J.

Subjects: “…Panel unit root…”
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Robust tests for a linear trend with an application to equity indices by Astill, Sam, Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

Subjects: “…Linear trend; Unit root tests; Strong serial correlation…”
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Are Shocks to Natural Gas Consumption Temporary or Permanent? Evidence From a Panel of U.S. States by Apergis, Nicholas, Loomis, D., Payne, J.

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The linkage between relative population growth and purchasing power parity: cross country evidence by Hassan, K., Salim, Ruhul

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Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown by Harvey, David I., Leybourne, Stephen J.

Subjects: “…Level break; Trend break; Stationary; Unit root; Confidence sets…”
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On infimum Dickey–Fuller unit root tests allowing for a trend break under the null by Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

Subjects: “…Unit root test; Trend break; Minimum Dickey–Fuller test…”
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Asymptotic behaviour of tests for a unit root against an explosive alternative by Harvey, David I., Leybourne, Stephen J.

Subjects: “…Unit root testing; Explosive autoregression; Asymptotic power; Initial condition…”
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Co integration test for growth and employment of Indian software industry by Philip, Abey

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The impact of the initial condition on covariate augmented unit root tests by Aristidou, Chrystalleni, Harvey, David I., Leybourne, Stephen J.

Subjects: “…Unit root tests; stationary covariates; initial condition uncertainty; asymptotic power…”
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Energy Consumption and Growth in South America: Evidence From a Panel Error Correction Model by Apergis, Nicholas, Payne, J.

Subjects: “…Panel unit root and cointegration tests…”
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Energy Consumption and Economic Growth: Evidence from the Commonwealth of Independent States by Apergis, Nicholas, Payne, J.

Subjects: “…Panel unit root and cointegration tests…”
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Does Purchasing Power Parity hold? New Evidence from Wild-bootstrapped Nonlinear Unit Root Tests in the Presence of Heteroskedasticity by Su, J., Cheung, Adrian, Roca, E.

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Energy Consumption and Economic Growth in Central America: Evidence From a Panel Cointegration and Error Correction Model by Apergis, Nicholas, Payne, J.

Subjects: “…Panel unit root and cointegration tests…”
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The Relationship Between Corruption and Income Inequality in U.S. states: Evidence From a Panel Cointegration and Error Correction Model by Apergis, Nicholas, Dincer, O., Payne, J.

Subjects: “…Panel unit root and cointegration tests…”
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Tests for an end-of-sample bubble in financial time series by Astill, Sam, Harvey, David I., Leybourne, Stephen J., Taylor, Robert

Subjects: “…Rational bubble; Explosive autoregression; Right-tailed unit root testing: Sub-sampling…”
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