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There are 47649 results for: content related to: Testing for Seasonal Unit Roots in Monthly Panels of Time Series *

  1. Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information

    Journal of Time Series Analysis

    Volume 27, Issue 2, March 2006, Pages: 191–209, Gabriel Pons

    Version of Record online : 20 OCT 2005, DOI: 10.1111/j.1467-9892.2005.00463.x

  2. Inference of Seasonal Cointegration: Gaussian Reduced Rank Estimation and Tests for Various Types of Cointegration

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue 2, May 2004, Pages: 261–284, Sung K. Ahn, Sinsup Cho and B. Chan Seong

    Version of Record online : 1 APR 2004, DOI: 10.1111/j.0305-9049.2003.00100.x

  3. A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 4, August 2012, Pages: 574–599, Walter Enders and Junsoo Lee

    Version of Record online : 24 AUG 2011, DOI: 10.1111/j.1468-0084.2011.00662.x

  4. The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 5, October 2012, Pages: 736–759, Paulo M. M. Rodrigues and A. M. Robert Taylor

    Version of Record online : 24 OCT 2011, DOI: 10.1111/j.1468-0084.2011.00665.x

  5. The Analysis of Seasonal Long Memory: The Case of Spanish Inflation

    Oxford Bulletin of Economics and Statistics

    Volume 69, Issue 6, December 2007, Pages: 749–772, Josu Arteche

    Version of Record online : 25 JUL 2007, DOI: 10.1111/j.1468-0084.2007.00478.x

  6. Dickey–Fuller Type of Tests against Nonlinear Dynamic Models

    Oxford Bulletin of Economics and Statistics

    Volume 68, Issue s1, December 2006, Pages: 835–861, Changli He and Rickard Sandberg

    Version of Record online : 23 NOV 2006, DOI: 10.1111/j.1468-0084.2006.00459.x

  7. Power of Tests for Unit Roots in the Presence of a Linear Trend

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 5, October 2008, Pages: 619–644, Bent Nielsen

    Version of Record online : 16 SEP 2008, DOI: 10.1111/j.1468-0084.2008.00520.x

  8. Monetary Policy in the Greenspan Era: A Time Series Analysis of Rules vs. Discretion

    Oxford Bulletin of Economics and Statistics

    Volume 71, Issue 1, February 2009, Pages: 69–89, Anders Møller Christensen and Heino Bohn Nielsen

    Version of Record online : 15 OCT 2008, DOI: 10.1111/j.1468-0084.2008.00517.x

  9. Detection of Structural Change in the Long-run Persistence in a Univariate Time Series

    Oxford Bulletin of Economics and Statistics

    Volume 67, Issue 2, April 2005, Pages: 181–206, Eiji Kurozumi

    Version of Record online : 8 MAR 2005, DOI: 10.1111/j.1468-0084.2004.00116.x

  10. Testing Steady-State Restrictions of Linear Rational Expectations Models when Data are Highly Persistent

    Oxford Bulletin of Economics and Statistics

    Volume 73, Issue 3, June 2011, Pages: 315–334, Mikael Juselius

    Version of Record online : 21 FEB 2011, DOI: 10.1111/j.1468-0084.2010.00629.x

  11. HEGY Tests in the Presence of Moving Averages

    Oxford Bulletin of Economics and Statistics

    Volume 73, Issue 5, October 2011, Pages: 691–704, Tomás Del Barrio Castro and Denise R. Osborn

    Version of Record online : 13 APR 2011, DOI: 10.1111/j.1468-0084.2011.00633.x

  12. Tests for Stationarity in Series with Endogenously Determined Structural Change

    Oxford Bulletin of Economics and Statistics

    Volume 66, Issue 5, December 2004, Pages: 863–894, David I. Harvey and Terence C. Mills

    Version of Record online : 25 NOV 2004, DOI: 10.1111/j.1468-0084.2004.105_1.x

  13. Testing for Fractional Integration Versus Short Memory with Structural Breaks

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 2, April 2012, Pages: 278–305, Laura Mayoral

    Version of Record online : 11 JUL 2011, DOI: 10.1111/j.1468-0084.2011.00645.x

  14. The ACR Model: A Multivariate Dynamic Mixture Autoregression

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 5, October 2008, Pages: 583–618, Frédérique Bec, Anders Rahbek and Neil Shephard

    Version of Record online : 29 AUG 2008, DOI: 10.1111/j.1468-0084.2008.00512.x

  15. Testing for Error Correction in Panel Data

    Oxford Bulletin of Economics and Statistics

    Volume 69, Issue 6, December 2007, Pages: 709–748, Joakim Westerlund

    Version of Record online : 25 JUL 2007, DOI: 10.1111/j.1468-0084.2007.00477.x

  16. Miller and Modigliani, Predictive Return Regressions and Cointegration

    Oxford Bulletin of Economics and Statistics

    Volume 70, Issue 2, April 2008, Pages: 181–207, Piergiorgio Alessandri, Donald Robertson and Stephen Wright

    Version of Record online : 27 FEB 2008, DOI: 10.1111/j.1468-0084.2007.00499.x

  17. Cointegration Testing in Panels with Common Factors

    Oxford Bulletin of Economics and Statistics

    Volume 68, Issue s1, December 2006, Pages: 683–719, Christian Gengenbach, Franz C. Palm and Jean-Pierre Urbain

    Version of Record online : 23 NOV 2006, DOI: 10.1111/j.1468-0084.2006.00452.x

  18. Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time

    Oxford Bulletin of Economics and Statistics

    Volume 65, Issue 1, February 2003, Pages: 91–115, Markku Lanne, Helmut Lütkepohl and Pentti Saikkonen

    Version of Record online : 14 FEB 2003, DOI: 10.1111/1468-0084.00036

  19. Testing Uncovered Interest Rate Parity and Term Structure Using a Three-regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates

    Oxford Bulletin of Economics and Statistics

    Volume 74, Issue 2, April 2012, Pages: 180–202, Jaya Krishnakumar and David Neto

    Version of Record online : 11 JUL 2011, DOI: 10.1111/j.1468-0084.2011.00644.x

  20. Panel LM Unit-root Tests with Level Shifts

    Oxford Bulletin of Economics and Statistics

    Volume 67, Issue 3, June 2005, Pages: 393–419, Kyung-So Im, Junsoo Lee and Margie Tieslau

    Version of Record online : 20 MAY 2005, DOI: 10.1111/j.1468-0084.2005.00125.x