F versus t tests for unit roots
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References listed on IDEAS
- Perron, Pierre, 1988.
"Trends and random walks in macroeconomic time series : Further evidence from a new approach,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 12(2-3), pages 297-332.
- Perron, P., 1986. "Trends and Random Walks in Macroeconomic Time Series: Further Evidence From a New Approach," Cahiers de recherche 8650, Universite de Montreal, Departement de sciences economiques.
- Ayat, Leila & Burridge, Peter, 2000.
"Unit root tests in the presence of uncertainty about the non-stochastic trend,"
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Elsevier, vol. 95(1), pages 71-96, March.
- Ayat, L. & Burridge, P., 1996. "Unit Root Tests in the presence of Uncertainty about the Non-Stochastic Trends," Discussion Papers 96-28, Department of Economics, University of Birmingham.
- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
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- repec:ebl:ecbull:v:3:y:2004:i:12:p:1-7 is not listed on IDEAS
- repec:ebl:ecbull:v:3:y:2004:i:37:p:1-6 is not listed on IDEAS
- Elder, John & Serletis, Apostolos, 2009. "Oil price uncertainty in Canada," Energy Economics, Elsevier, vol. 31(6), pages 852-856, November.
- Don Bredin & John Elder & Stilianos Fountas, 2011.
"Oil volatility and the option value of waiting: An analysis of the G‐7,"
Journal of Futures Markets,
John Wiley & Sons, Ltd., vol. 31(7), pages 679-702, July.
- Don Bredin & John Elder & Stilianos Fountas, 2010. "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Working Papers 201004, Geary Institute, University College Dublin.
- Don Bredin & John Elder & Stilianos Fountas, 2010. "Oil Volatility and the Option Value of Waiting: An analysis of the G-7," Discussion Paper Series 2010_05, Department of Economics, University of Macedonia, revised Apr 2010.
- Peter E. Kennedy & John Elder, 2004. "More on F versus t tests for unit roots when there is no trend," Economics Bulletin, AccessEcon, vol. 3(37), pages 1-6.
- Fuerst, Michael E., 2006. "Investor risk premia and real macroeconomic fluctuations," Journal of Macroeconomics, Elsevier, vol. 28(3), pages 540-563, September.
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- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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