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Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
0 references·16 citing·46 second hopsampled
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  • 2000Long-run PPP may not hold after all299 cited
  • 1998Slowdowns and Meltdowns: Postwar Growth Evidence From 74 Countries292 cited
  • 2003Random walk versus breaking trend in stock prices: Evidence from emerging markets

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276 cited
  • 1996Testing for structural breaks in cointegrated relationships267 cited
  • 2006TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS259 cited