7

On the Size Properties of Phillips–Perron Tests

Year:
1999
Language:
english
File:
PDF, 169 KB
english, 1999
16

Testing the equality of prediction mean squared errors

Year:
1997
Language:
english
File:
PDF, 705 KB
english, 1997
21

Testing explosive bubbles with time-varying volatility

Year:
2018
Language:
english
File:
PDF, 2.07 MB
english, 2018
22

Seasonal unit root tests and the role of initial conditions

Year:
2008
Language:
english
File:
PDF, 1.19 MB
english, 2008
26

Analysis of a panel of UK macroeconomic forecasts

Year:
2001
Language:
english
File:
PDF, 311 KB
english, 2001
29

Tests for Forecast Encompassing

Year:
1998
Language:
english
File:
PDF, 1.18 MB
english, 1998
31

MODIFIED KPSS TESTS FOR NEAR INTEGRATION

Year:
2007
Language:
english
File:
PDF, 137 KB
english, 2007
35

Testing for time series linearity

Year:
2007
Language:
english
File:
PDF, 196 KB
english, 2007
39

On testing for unit roots and the initial observation

Year:
2005
Language:
english
File:
PDF, 378 KB
english, 2005
40

Power of a Unit-Root Test and the Initial Condition

Year:
2006
Language:
english
File:
PDF, 1.11 MB
english, 2006
49

Unit root tests with a break in innovation variance

Year:
2002
Language:
english
File:
PDF, 183 KB
english, 2002
50

Unit roots and smooth transitions

Year:
1998
Language:
english
File:
PDF, 226 KB
english, 1998