Additional information is available for the following registered author(s):

• Svend Hylleberg

Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 29 (1989)
Issue (Month): 3 ()
Pages: 225-230
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:ecolet:v:29:y:1989:i:3:p:225-230

Contact details of provider:
Web page: http://www.elsevier.com/locate/ecolet

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research

Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Paulo M. M. Rodrigues & Antonio Rubia, 2004. "On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates," Econometrics 0405004, EconWPA. [Downloadable!]
   Other versions:
   • Paulo M.M. Rodrigues & Antonio Rubia, 2004. "On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates," Working Papers. Serie AD 2004-11, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
2. Marc Hallin & Ramon van den Akker & Bas Werker, 2009. "A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," ECARES Working Papers 2009_001, Université Libre de Bruxelles, Ecares. [Downloadable!]
   Other versions:
   • Hallin, M. & Akker, R. van den & Werker, B.J.M., 2009. "A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," Discussion Paper 2009-2, Tilburg University, Center for Economic Research. [Downloadable!]
3. Bierens, H.J., 1990. "A note on the limiting distribution of sample autocorrelations in the presence of a unit root," Serie Research Memoranda 0034, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
4. Clive W. J. Granger & Namwon Hyung, 1999. "Spurious Stochastics in a Short Time-Series Panel Data," Annales d'Economie et de Statistique, ADRES, issue 55-56, pages 12, Juillet-D. [Downloadable!]
5. Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005. "Testing I(1) against I(d) alternatives in the presence of deteministic components," Economics Working Papers 957, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
6. Yiuman Tse & G. Booth, 1995. "The relationship between U.S. and eurodollar interest rates: Evidence from the futures market," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 131(1), pages 28-46, March. [Downloadable!] (restricted)
7. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1155-1161, September. [Downloadable!] (restricted)
   Other versions:
   • De Angelis, Daniela & Fachin, Stefano & Young, G Alastair, 1997. "Bootstrapping Unit Root Tests," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1155-61, September. [Downloadable!] (restricted)
8. Robertson, Donald & Wright, Stephen, 1998. "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics 9822, Faculty of Economics, University of Cambridge.

Did you know? You may want to explore EconPapers, which displays the same data as IDEAS in a different way.

This page was last updated on 2009-12-3.