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More Powerful LM Unit Root Tests with Non-normal Errors · Study

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ChapterMore Powerful LM Unit Root Tests with Non-normal Errors

Kyung So Im2014

Chapter2014

More Powerful LM Unit Root Tests with Non-normal Errors

Kyung So Im · Junsoo Lee · Margie A. Tieslau

96 citations·0/0 files stored·Springer eBooks

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Monetary Policy and Economic Impact Unemployment and Economic Growth Diverse Scientific and Economic Studies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1996Efficient Tests for an Autoregressive Unit Root 1992Efficient Tests for an Autoregressive Unit Root 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks 2002Testing for a unit root in the nonlinear STAR framework 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates

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2012Convergence in per capita energy use among OECD countriesarticle · 10 shared references 2005Non-stationarity Tests in Macroeconomic Time Serieschapter · 10 shared references 2014More Powerful Unit Root Tests with Non-normal Errorschapter · 9 shared references 2017Panel LM unit root tests with level and trend shiftsarticle · 9 shared references 2007Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaksarticle · 9 shared references 2008Trend stationary of inflation rates: evidence from LM unit root testing with a long span of historical dataarticle · 9 shared references

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Year2014

Typechapter

Published2014-01-01

VenueSpringer eBooks

Languageen

Citations96

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/978-1-4899-8008-3_11

openalex_workW1510399555

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