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A Gini-Based Test for Unit Root
SSRN Electronic Journal
◽
10.2139/ssrn.2385485
◽
2014
◽
Author(s):
Amit Shelef
Keyword(s):
Unit Root
Download Full-text
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Cited By
References
UNIT ROOT TESTING: A CRITIQUE FROM CHAOS THEORY
Review of Financial Economics
◽
10.1002/j.1873-5924.1993.tb00569.x
◽
1993
◽
Vol 3
(1)
◽
pp. 1-18
◽
Cited By ~ 3
Author(s):
Steven R. Cunningham
Keyword(s):
Chaos Theory
◽
Unit Root
◽
Unit Root Testing
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Estimation for the autoregressive moving average model with a unit root
10.31274/rtd-180813-11235
◽
1990
◽
Author(s):
Dongwan Shin
Keyword(s):
Unit Root
◽
Moving Average
◽
Autoregressive Moving Average
◽
Average Model
◽
Autoregressive Moving Average Model
◽
Moving Average Model
Download Full-text
A Panel Unit-Root Test with Smooth Breaks and Cross-Sectional Dependence
SSRN Electronic Journal
◽
10.2139/ssrn.2039620
◽
2012
◽
Cited By ~ 1
Author(s):
Chingnum Lee
◽
Jyh-Lin Wu
Keyword(s):
Unit Root
◽
Unit Root Test
◽
Panel Unit Root Test
◽
Cross Sectional
◽
Panel Unit Root
◽
Cross Sectional Dependence
◽
Smooth Breaks
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Greater than Unit Root Processes
SSRN Electronic Journal
◽
10.2139/ssrn.2124564
◽
2012
◽
Author(s):
David E. Harris
◽
Timothy Glatzer
Keyword(s):
Unit Root
Download Full-text
On Trend, Breaks and Initial Condition in Unit Root Testing
SSRN Electronic Journal
◽
10.2139/ssrn.2447628
◽
2014
◽
Cited By ~ 1
Author(s):
Anton Skrobotov
Keyword(s):
Unit Root
◽
Initial Condition
◽
Unit Root Testing
◽
Trend Breaks
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An Extended Class of Unit Root Tests for Relative Stock Prices
SSRN Electronic Journal
◽
10.2139/ssrn.2534991
◽
2014
◽
Author(s):
Shlomo Zilca
Keyword(s):
Unit Root
◽
Stock Prices
◽
Unit Root Tests
◽
Extended Class
Download Full-text
A More Informative Unit Root Test for Driftless Time Series
SSRN Electronic Journal
◽
10.2139/ssrn.2538449
◽
2014
◽
Author(s):
Shlomo Zilca
Keyword(s):
Time Series
◽
Unit Root
◽
Unit Root Test
Download Full-text
О Тренде, Сдвиге и Начальном Значении в Тестировании Гипотезы О Наличии Единичного Корня (On Trend, Breaks and Initial Condition in Unit Root Testing)
SSRN Electronic Journal
◽
10.2139/ssrn.2590273
◽
2015
◽
Author(s):
Anton Skrobotov
Keyword(s):
Unit Root
◽
Initial Condition
◽
Unit Root Testing
◽
Trend Breaks
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Algebra of Integrated Time Series: Evidence from Unit Root Analysis
SSRN Electronic Journal
◽
10.2139/ssrn.2709983
◽
2015
◽
Cited By ~ 1
Author(s):
Hari S. Luitel
◽
Gerry J. Mahar
Keyword(s):
Time Series
◽
Unit Root
◽
Root Analysis
◽
Integrated Time Series
Download Full-text
Two Structural Breaks and the Unit Root Hypothesis: New Evidence About Unemployment in Australia
SSRN Electronic Journal
◽
10.2139/ssrn.290042
◽
2001
◽
Cited By ~ 1
Author(s):
Laszlo Konya
Keyword(s):
Unit Root
◽
Structural Breaks
◽
New Evidence
Download Full-text
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