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The ADF-KPSS test of the joint confirmation hypothesis of unit autoregressive root

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  • Keblowski, Piotr
  • Welfe, Aleksander

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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 85 (2004)
Issue (Month): 2 (November)
Pages: 257-263

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Handle: RePEc:eee:ecolet:v:85:y:2004:i:2:p:257-263

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  1. Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory.
  2. Gabriel, Vasco J., 2003. "Cointegration and the joint confirmation hypothesis," Economics Letters, Elsevier, vol. 78(1), pages 17-25, January.
  3. Charemza, Wojciech W. & Syczewska, Ewa M., 1998. "Joint application of the Dickey-Fuller and KPSS tests," Economics Letters, Elsevier, vol. 61(1), pages 17-21, October.
  4. Perron, Pierre, 1989. "The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," Econometrica, Econometric Society, vol. 57(6), pages 1361-1401, November.
  5. Carrion-i-Silvestre, Josep Lluis & Sanso-i-Rossello, Andreu & Ortuno, Manuel Artis, 2001. "Unit root and stationarity tests' wedding," Economics Letters, Elsevier, vol. 70(1), pages 1-8, January.
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Cited by:
  1. Cavalcante, Mileno, 2010. "An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009," MPRA Paper 24263, University Library of Munich, Germany.
  2. Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005. "The KPSS Test with Two Structural Breaks," DEA Working Papers 13, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  3. 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.
  4. Keblowski, Piotr & Welfe, Aleksander, 2010. "Estimation of the equilibrium exchange rate: The CHEER approach," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1385-1397, November.
  5. Myriam Nourry, 2009. "Re-Examining the Empirical Evidence for Stochastic Convergence of Two Air Pollutants with a Pair-Wise Approach," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 44(4), pages 555-570, December.
  6. Shane, Mathew & Roe, Terry L. & Somwaru, Agapi, 2006. "Exchange Rates, Foreign Income, and U.S. Agriculture," Conference Papers 6686, University of Minnesota, Center for International Food and Agricultural Policy.
  7. Aleksander Welfe & Piotr Keblowski, 2006. "Price-Wage System with Taxation: Multivariate Cointegration Analysis," Working Papers 13, Department of Applied Econometrics, Warsaw School of Economics.
  8. Arnade, Carlos A., 2006. "Shock Absorbing Prices, a Look at Cattle and Feed," 2006 Annual meeting, July 23-26, Long Beach, CA 21408, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  9. Michał Majsterek & Aleksander Welfe, 2012. "Price-wage nexus and the role of a tax system," Economic Change and Restructuring, Springer, vol. 45(1), pages 121-133, February.

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