Power Functions And Envelopes For Unit Root Tests
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- Gordon Anderson & Teng Wah Leo, 2014. "Ranking Alternative Non-Combinable Prospects: A Stochastic Dominance Based Route to the Second Best Solution," Working Papers tecipa-520, University of Toronto, Department of Economics.
- Patrick Marsh, "undated". "Saddlepoint Approximations for Optimal Unit Root Tests," Discussion Papers 09/31, Department of Economics, University of York.
- Eiji Kurozumi & Daisuke Yamazaki & Kaddour Hadri, 2012.
"Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data,"
Global COE Hi-Stat Discussion Paper Series
gd12-256, Institute of Economic Research, Hitotsubashi University.
- Eiji Kurozumi & Daisuke Yamazaki & Kaddour Hadri, 2013. "Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data," Economics Working Papers 13-01, Queen's Management School, Queen's University Belfast.
- Nadarajah, Saralees & Chan, Stephen & Afuecheta, Emmanuel, 2013. "On the characteristic function for asymmetric Student t distributions," Economics Letters, Elsevier, vol. 121(2), pages 271-274.
- Sebastian Fossati, 2013.
"Unit root testing with stationary covariates and a structural break in the trend function,"
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Wiley Blackwell, vol. 34(3), pages 368-384, May.
- Fossati, Sebastian, 2011. "Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function," Working Papers 2011-10, University of Alberta, Department of Economics.
- Cláudia Duarte, 2015. "Covariate-augmented unit root tests with mixed-frequency data," Working Papers w201507, Banco de Portugal, Economics and Research Department.
- Kaddour Hadri & Eiji Kurozumi & Daisuke Yamazaki, 2015. "Synergy between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests," Manchester School, University of Manchester, vol. 83(6), pages 676-700, December.
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