Report NEP-ETS-2003-11-23This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.
The following items were announced in this report:
- Steve Leybourne & David Harvey, 2003. "On Unit Root Tests and the Initial Observation," Econometrics, EconWPA 0311006, EconWPA.
- Javier Hidalgo, 2003. "A Bootstrap Causality Test for Covariance Stationary Processes," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE /2003/462, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Imed Drine & Christophe Rault, 2003. "A re-examination of the Purchasing Power Parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan 2003-570, William Davidson Institute at the University of Michigan.
- Steve Leybourne & Paul Newbold & Tae-Hwan Kim, 2003. "Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test," Econometrics, EconWPA 0311007, EconWPA.
- Steve Leybourne & Tae-Hwan Kim & Paul Newbold, 2003. "Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification," Econometrics, EconWPA 0311008, EconWPA.
- Im, K.S. & Pesaran, M.H., 2003. "On The Panel Unit Root Tests Using Nonlinear Instrumental Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 0347, Faculty of Economics, University of Cambridge.
- David Harris & Steve Leybourne & Brendan McCabe, 2003. "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics, EconWPA 0311005, EconWPA.