Time Series Evidence on Whether Adjustment to Long-Run Equilibrium is Asymmetric
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- Ramsey, James B & Rothman, Philip, 1996.
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- Cheung, Yin-Wong & Lai, Kon S, 1995. "Lag Order and Critical Values of the Augmented Dickey-Fuller Test," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 277-80, July.
- Daniel E. Sichel, 1989.
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93, Board of Governors of the Federal Reserve System (U.S.).
- Simon M. Potter, 1993.
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693, UCLA Department of Economics.
- Enders, Walter & Granger, C. W. J., 1998.
"Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates,"
Staff General Research Papers
1388, Iowa State University, Department of Economics.
- Enders, Walter & Granger, Clive W J, 1998. "Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 304-11, July.
- Tom Doan, . "RATS programs to replicate Enders/Granger JBES(1998)on threshold unit roots," Statistical Software Components RTZ00054, Boston College Department of Economics.
- Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
- Peter C. Schotman & Herman K. van Dijk, 1991.
"On Bayesian routes to unit roots,"
Discussion Paper / Institute for Empirical Macroeconomics
43, Federal Reserve Bank of Minneapolis.
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