On testing for unit roots and the initial observation
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- David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2010.
"The impact of the initial condition on robust tests for a linear trend,"
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Wiley Blackwell, vol. 31(4), pages 292-302, July.
- David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2009. "The impact of the initial condition on robust tests for a linear trend," Discussion Papers 09/03, University of Nottingham, Granger Centre for Time Series Econometrics.
- Skrobotov Anton, 2018.
"On Trend Breaks and Initial Condition in Unit Root Testing,"
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De Gruyter, vol. 10(1), pages 1-15, January.
- Anton Skrobotov, 2016. "On Trend Breaks and Initial Condition in Unit Root Testing," Working Papers 0097, Gaidar Institute for Economic Policy, revised 2016.
- Skrobotov, Anton, 2015. "On Trend, Breaks and Initial Condition in Unit Root Testing," Published Papers mak6, Russian Presidential Academy of National Economy and Public Administration.
- Kajal Lahiri & Zhongwen Liang & Huaming Peng, 2017. "The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends," CESifo Working Paper Series 6313, CESifo Group Munich.
- Yiannis Karavias & Elias Tzavalis, "undated".
"The power performance of fixed-T panel unit root tests allowing for structural breaks,"
13/01, University of Nottingham, Granger Centre for Time Series Econometrics.
- Karavias, Yiannis & Tzavalis, Elias, 2013. "The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks," MPRA Paper 46012, University Library of Munich, Germany.
- Shelef, Amit, 2016. "A Gini-based unit root test," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 763-772.
- Meng, Ming & Lee, Hyejin & Cho, Myeong Hyeon & Lee, Junsoo, 2013. "Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures," Economics Letters, Elsevier, vol. 120(2), pages 195-199.
- Kerry Patterson & Michael A. Thornton, 2013. "A review of econometric concepts and methods for empirical macroeconomics," Chapters,in: Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 2, pages 4-42 Edward Elgar Publishing.
- Elliott, Graham & Muller, Ulrich K., 2006. "Minimizing the impact of the initial condition on testing for unit roots," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 285-310.
- Harris, David & Harvey, David I. & Leybourne, Stephen J. & Sakkas, Nikolaos D., 2010.
"Local Asymptotic Power Of The Im-Pesaran-Shin Panel Unit Root Test And The Impact Of Initial Observations,"
Cambridge University Press, vol. 26(01), pages 311-324, February.
- David Harris & David I. Harvey & Stephen J. Leybourne & Nikoloas D. Sakkas, 2008. "Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations," Discussion Papers 08/02, University of Nottingham, Granger Centre for Time Series Econometrics.
- Anton Skrobotov, 2013. "Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions," Working Papers 0083, Gaidar Institute for Economic Policy, revised 2013.
- David I. Harvey & Stephen J. Leybourne & Nikolaos D. Sakkas, 2008. "Panel root tests and the impact of initial observations," Discussion Papers 06/02, University of Nottingham, Granger Centre for Time Series Econometrics.
- Niklas Ahlgren & Mikael Juselius, 2012.
"Tests for cointegration rank and the initial condition,"
Springer, vol. 42(3), pages 667-691, June.
- Ahlgren, Niklas & Juselius, Mikael, 2009. "Tests for Cointegration Rank and the Initial Condition," Working Papers 539, Hanken School of Economics.
- Chrystalleni Aristidou & David Harvey & Stephen Leybourne, "undated". "The impact of the initial condition on covariate augmented unit root tests," Discussion Papers 16/01, University of Nottingham, Granger Centre for Time Series Econometrics.
- Paulo M. M. Rodrigues, 2013. "Recursive adjustment, unit root tests and structural breaks," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 62-82, January.
- Yaya, OlaOluwa Simon & Gil-Alana, Luis Alberiko & Carcel, Hector, 2015. "Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time," Energy Economics, Elsevier, vol. 52(PA), pages 240-245.
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