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Joint application of the Dickey-Fuller and KPSS tests

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Author Info
Charemza, Wojciech W.
Syczewska, Ewa M.

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File URL: http://www.sciencedirect.com/science/article/B6V84-3TYG0VD-3/2/ed10cafaf22eec13e8d43754338d5363
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Publisher Info
Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 61 (1998)
Issue (Month): 1 (October)
Pages: 17-21
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Handle: RePEc:eee:ecolet:v:61:y:1998:i:1:p:17-21

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  1. Fragiskos ARCHONTAKIS, 2001. "Testing the Order of Integration in a VAR Model for I(2) Variables," Economics Working Papers ECO2001/12, European University Institute. [Downloadable!]
  2. Vasco J. Gabriel, 2001. "Cointegration and the joint confirmation hypothesis," NIPE Working Papers 12/2001, NIPE - Universidade do Minho. [Downloadable!]
    Other versions:
  3. Kunst, Robert M., 2002. "Testing for Stationarity in a Cointegrated System," Economics Series 117, Institute for Advanced Studies. [Downloadable!]
  4. Charemza W.W. & M. Lifshits & S. Makarova, 2002. "Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results," Computing in Economics and Finance 2002 251, Society for Computational Economics. [Downloadable!]
    Other versions:
  5. Vasco J. Gabriel, 2001. "Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison," NIPE Working Papers 7/2001, NIPE - Universidade do Minho. [Downloadable!]
  6. Kunst, Robert M., 2005. "Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation," Economics Series 177, Institute for Advanced Studies. [Downloadable!]
  7. Surajit Deb, 2003. "Terms of Trade and Supply Response of Indian Agriculture: Analysis in Cointegration Framework," Working papers 115, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
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