-
1
-
-
0000305808
-
Exactly median-unbiased estimation of first order autoregressive/unit root models
-
Andrews DWK (1993) Exactly median-unbiased estimation of first order autoregressive/unit root models. Econometrica 61: 139-165
-
(1993)
Econometrica
, vol.61
, pp. 139-165
-
-
Andrews, D.W.K.1
-
5
-
-
84864410847
-
Testing for a unit root in time series with pretest data-based model selection
-
Hall A (1994) Testing for a unit root in time series with pretest data-based model selection. Journal of Business and Economic Statistics 12: 461-70
-
(1994)
Journal of Business and Economic Statistics
, vol.12
, pp. 461-470
-
-
Hall, A.1
-
7
-
-
58149401622
-
More powerful unit root tests and the purchasing power parity puzzle
-
Manuscript, University of Houston
-
Lopez C, Murray CJ, Papell DH (2004) More powerful unit root tests and the purchasing power parity puzzle. Manuscript, University of Houston
-
(2004)
-
-
Lopez, C.1
Murray, C.J.2
Papell, D.H.3
-
8
-
-
0030480824
-
Real exchange rate behavior: The recent float from the perspective of the past two centuries
-
Lothian J, Taylor M (1996) Real exchange rate behavior: The recent float from the perspective of the past two centuries. Journal of Political Economy 104: 488-509
-
(1996)
Journal of Political Economy
, vol.104
, pp. 488-509
-
-
Lothian, J.1
Taylor, M.2
-
9
-
-
0034288463
-
Purchasing power parity over two centuries: Strengthening the case for real exchange rate stability: A reply to Cuddington and Liang
-
Lothian J, Taylor M (2000) Purchasing power parity over two centuries: Strengthening the case for real exchange rate stability: A reply to Cuddington and Liang. Journal of International Money and Finance 19: 759-764
-
(2000)
Journal of International Money and Finance
, vol.19
, pp. 759-764
-
-
Lothian, J.1
Taylor, M.2
-
11
-
-
21844518679
-
Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag
-
Ng S, Perron P (1995) Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag. Journal of the American Statistical Association 90: 268-281
-
(1995)
Journal of the American Statistical Association
, vol.90
, pp. 268-281
-
-
Ng, S.1
Perron, P.2
-
12
-
-
0000387132
-
Lag length selection and the construction of unit root tests with good size and power
-
Ng S, Perron P (2001) Lag length selection and the construction of unit root tests with good size and power. Econometrica 69: 1519-1554
-
(2001)
Econometrica
, vol.69
, pp. 1519-1554
-
-
Ng, S.1
Perron, P.2
-
13
-
-
0000786475
-
The purchasing power parity puzzle
-
Rogoff K (1996) The purchasing power parity puzzle. Journal of Economic Literature 34: 647-668
-
(1996)
Journal of Economic Literature
, vol.34
, pp. 647-668
-
-
Rogoff, K.1
|