A Test For Stationarity Versus Trends And Unit Roots For A Wide Class Of Dependent Errors
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Volume (Year): 22 (2006)
Issue (Month): 06 (December)
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- Zhongjun Qu, 2011.
"A Test Against Spurious Long Memory,"
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- Zhongjun Qu, 2010. "A Test Against Spurious Long Memory," Boston University - Department of Economics - Working Papers Series WP2010-051, Boston University - Department of Economics.
- Katsumi Shimotsu, 2006. "Simple (but effective) tests of long memory versus structural breaks," Working Papers 1101, Queen's University, Department of Economics.
- Bailey, Natalia & Giraitis, Liudas, 2016. "Spectral approach to parameter-free unit root testing," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 4-16.
- Lavancier, Frédéric & Philippe, Anne & Surgailis, Donatas, 2010. "A two-sample test for comparison of long memory parameters," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 2118-2136, October.
- Lasak, Katarzyna, 2010. "Likelihood based testing for no fractional cointegration," Journal of Econometrics, Elsevier, vol. 158(1), pages 67-77, September.
- Katarzyna Lasak, 2008. "Likelihood based testing for no fractional cointegration," CREATES Research Papers 2008-52, Department of Economics and Business Economics, Aarhus University.
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- Francis W. Ahking, 2004. "Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era," Working papers 2004-05, University of Connecticut, Department of Economics.
- Surgailis, Donatas & Teyssière, Gilles & Vaiciulis, Marijus, 2008. "The increment ratio statistic," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 510-541, March.
- Natalia Bailey & Liudas Giraitis, 2015. "Spectral Approach to Parameter-Free Unit Root Testing," Working Papers 746, Queen Mary University of London, School of Economics and Finance.
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