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Testing the stationarity of economic time series: further Monte Carlo evidence

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  • Schlitzer, Giuseppe

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  • Schlitzer, Giuseppe, 1995. "Testing the stationarity of economic time series: further Monte Carlo evidence," Ricerche Economiche, Elsevier, vol. 49(2), pages 125-144, June.
    • Handle: RePEc:eee:riceco:v:49:y:1995:i:2:p:125-144
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    24. Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
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    28. Robert A. Amano & Simon van Norden, 1995. "Unit Root Tests and the Burden of Proof," Econometrics 9502005, University Library of Munich, Germany.
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    2. Ayush Jain & Smit Marvaniya & Shantanu Godbole & Vitobha Munigala, 2020. "A Framework for Crop Price Forecasting in Emerging Economies by Analyzing the Quality of Time-series Data," Papers 2009.04171, arXiv.org.
    3. Tang, Chor Foon, 2010. "The determinants of health expenditure in Malaysia: A time series analysis," MPRA Paper 24356, University Library of Munich, Germany.
    4. Islam, Md. Monirul & Sohag, Kazi & Mariev, Oleg, 2023. "Geopolitical risks and mineral-driven renewable energy generation in China: A decomposed analysis," Resources Policy, Elsevier, vol. 80(C).
    5. Tang, Chor Foon & Lai, Yew Wah & Ozturk, Ilhan, 2015. "How stable is the export-led growth hypothesis? Evidence from Asia's Four Little Dragons," Economic Modelling, Elsevier, vol. 44(C), pages 229-235.
    6. Alexander Carvajal & Oscar López, 2021. "An Empirical Test of the Export-Led Model in the Member Countries of the Andean Community (Comunidad Andina de Naciones – CAN)," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 94, pages 257-272, Enero-Jun.
    7. Baldi, Lucia & Casati, Dario, 2005. "Induced Innovation in Italy: An Error Correction Model for the Period 1968-2002," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24590, European Association of Agricultural Economists.
    8. Bod’a, Martin & Považanová, Mariana, 2021. "Output-unemployment asymmetry in Okun coefficients for OECD countries," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 307-323.
    9. Tang, Chor Foon & Lai, Yew Wah, 2011. "The Stability of Export-led Growth Hypothesis: Evidence from Asia's Four Little Dragons," MPRA Paper 27962, University Library of Munich, Germany.
    10. Nafeesa Yunus, 2009. "Increasing Convergence Between U.S. and International Securitized Property Markets: Evidence Based on Cointegration Tests," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 383-411, September.
    11. Shahbaz, Muhammad & Ferrer, Román & Hussain Shahzad, Syed Jawad & Haouas, Ilham, 2017. "Is the tourism-economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top ten tourist destinations," MPRA Paper 82713, University Library of Munich, Germany, revised 04 Nov 2017.
    12. Thai V. H. Nguyen & Agyenim Boateng & Tra Thi Thu Pham, 2019. "Involuntary excess reserve and heterogeneous transmission of policy rates to bank lending rates in China," Empirical Economics, Springer, vol. 57(3), pages 1023-1044, September.
    13. Nafeesa Yunus & Peggy Swanson, 2007. "Modelling Linkages between US and Asia‐Pacific Securitized Property Markets," Journal of Property Research, Taylor & Francis Journals, vol. 24(2), pages 95-122.
    14. F. Shirani Bidabadi & M. Hashemitabar, 2009. "The induced innovation test (co-integration analysis) of Iranian agriculture," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 55(3), pages 126-133.
    15. Martin Boďa & Mariana Považanová, 2023. "How credible are Okun coefficients? The gap version of Okun’s law for G7 economies," Economic Change and Restructuring, Springer, vol. 56(3), pages 1467-1514, June.
    16. Giuseppe Schlitzer, 1995. "Have economic fluctuations been dampened? New empirical evidence from Italy," Open Economies Review, Springer, vol. 6(4), pages 387-397, October.
    17. Muhammad Shahbaz & Román Ferrer & Syed Jawad Hussain Shahzad & Ilham Haouas, 2018. "Is the tourism–economic growth nexus time-varying? Bootstrap rolling-window causality analysis for the top 10 tourist destinations," Applied Economics, Taylor & Francis Journals, vol. 50(24), pages 2677-2697, May.

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