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Small Sample Testing for Unit Roots

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  • Harris, R I D

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Bibliographic Info

Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.

Volume (Year): 54 (1992)
Issue (Month): 4 (November)
Pages: 615-25

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Handle: RePEc:bla:obuest:v:54:y:1992:i:4:p:615-25

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Cited by:
  1. Yin-Wong Cheung & Menzie Chinn, 1995. "Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis," Macroeconomics, EconWPA 9508005, EconWPA.
  2. Jacobson, Tor & Larsson, Rolf, 1999. "Bartlett corrections in cointegration testing," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 31(2), pages 203-225, August.
  3. David O. Cushman, 2000. "The failure of the monetary exchange rate model for the Canadian-U.S. dollar," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 33(3), pages 591-603, August.
  4. Smyth, Russell, 2013. "Are fluctuations in energy variables permanent or transitory? A survey of the literature on the integration properties of energy consumption and production," Applied Energy, Elsevier, Elsevier, vol. 104(C), pages 371-378.
  5. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 29(9), pages 1155-1161.
  6. Tan, Bee Wah & Tang, Chor Foon, 2011. "The dynamic relationship between private domestic investment, the user cost of capital, and economic growth in Malaysia," MPRA Paper 27964, University Library of Munich, Germany.
  7. Harris, R. I. D. & Judge, G., 1998. "Small sample testing for cointegration using the bootstrap approach," Economics Letters, Elsevier, Elsevier, vol. 58(1), pages 31-37, January.
  8. Jan Egbert Sturm & Jakob de Haan,, 1994. "Is public expenditure really productive? New evidence for the US and the Netherlands," Working Papers, Centre for Economic Research, University of Groningen and University of Twente 20, Centre for Economic Research, University of Groningen and University of Twente.
  9. Bergström, Pål, 1999. "Bootstrap Methods and Applications in Econometrics - A Brief Survey," Working Paper Series, Uppsala University, Department of Economics 1999:2, Uppsala University, Department of Economics.
  10. Alessandra Canepa & Raymond O'Brien, 2000. "The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1807, Econometric Society.

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