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A Primer on Unit Root Testing. (1998). Xiao, Zhijie ; Phillips, Peter.
In: Cowles Foundation Discussion Papers.
RePEc:cwl:cwldpp:1189.

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  6. Testing for unit roots based on sample autocovariances. (2022). Yao, Qiwei ; Cheng, Guanghui ; Chang, Jinyuan.
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  12. Okuns Law: Copula-based Evidence from G7 Countries. (2020). Stavrakoudis, Athanassios ; Benos, Nikos.
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  13. Estimation and Testing for High-Dimensional Near Unit Root Time Series. (2020). GAO, Jiti ; Pan, Guangming ; Zhang, BO.
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  14. Adjusted Net Savings of CEE and Baltic Nations in the Context of Sustainable Economic Growth: A Panel Data Analysis. (2020). Ioan, Batrancea ; Maran, Rathnaswamy Malar ; Larissa, Batrancea ; Dan, Morar Ioan ; Speranta, Masca Ema ; Gheorghe, Fatacean ; Horia, Tulai ; Mircea-Iosif, Rus ; Anca, Nichita.
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  15. Long-term forecasting of El Niño events via dynamic factor simulations. (2020). Li, Mengheng ; Petrova, Desislava ; Lit, Rutger ; Koopman, Siem Jan.
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  16. A Near Unit Root Test for High-Dimensional Nonstationary Time Series. (2019). GAO, Jiti ; Pan, Guangming ; Zhang, BO.
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  17. Performance Evaluation of four Statistical Tests for Trend and Non-stationarity and Assessment of Observed and Projected Annual Maximum Precipitation Series in Major United States Cities. (2018). Wuebbles, Donald J ; Markus, Momcilo ; Heo, Jun-Haeng ; Um, Myoung-Jin.
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  18. The misuse of net present value in energy efficiency standards. (2018). Basher, Syed ; Raboy, David G.
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  19. Testing the null of difference stationarity against the alternative of a stochastic unit root: A new test based on multivariate STUR. (2018). Muriel, Nelson ; Gonzalez-Farias, Graciela.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:7:y:2018:i:c:p:46-62.

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  20. Unit Root Testing with Unstable Volatility. (2018). Beare, Brendan.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:39:y:2018:i:6:p:816-835.

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  21. Analysis of Price Transmission along the Cambodian Rice Value Chain. (2018). Bairagi, Subir ; Mohanty, S.
    In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia.
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  22. Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations. (2017). Rodríguez, Gabriel ; Quineche, Ricardo ; Rodriguez, Gabriel.
    In: Econometrics.
    RePEc:gam:jecnmx:v:5:y:2017:i:2:p:17-:d:95932.

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  23. Revisiting the role of financial development for energy-growth-trade nexus in BRICS economies. (2017). Ahmed, Khalid.
    In: Energy.
    RePEc:eee:energy:v:128:y:2017:i:c:p:487-495.

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  24. On the Boundaries of the Shadow Economy: An Empirical Investigation. (2016). schneider, friedrich ; Tchetchik, Anat ; Manes, Eran.
    In: IZA Discussion Papers.
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  25. Recursive estimation of time-average variance constants through prewhitening. (2016). Zhang, Guoyi ; Jin, Yong ; Zheng, Wei.
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  26. Multivariate trend function testing with mixed stationary and integrated disturbances. (2016). Xu, Ke-Li.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:147:y:2016:i:c:p:38-57.

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  27. Spectral approach to parameter-free unit root testing. (2016). Bailey, Natalia ; Giraitis, Liudas.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:100:y:2016:i:c:p:4-16.

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  28. Spectral Approach to Parameter-Free Unit Root Testing. (2015). Bailey, Natalia ; Giraitis, Liudas.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp746.

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  29. Spectral Approach to Parameter-Free Unit Root Testing. (2015). Bailey, Natalia ; Giraitis, Liudas.
    In: Working Papers.
    RePEc:qmw:qmwecw:746.

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  30. A Reappraisal of Eurozone Countries Output Differentials. (2015). Rodrigues, Paulo ; Andraz, Jorge.
    In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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  31. A test of the null of integer integration against the alternative of fractional integration. (2015). Cho, Cheol-Keun ; Schmidt, Peter ; Amsler, Christine .
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    RePEc:eee:econom:v:187:y:2015:i:1:p:217-237.

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  32. On the power of bootstrap tests for stationarity: a Monte Carlo comparison. (2014). Kejriwal, Mohitosh ; Gulesserian, Sevan .
    In: Empirical Economics.
    RePEc:spr:empeco:v:46:y:2014:i:3:p:973-998.

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  33. Time Series Models for Business and Economic Forecasting. (2014). Franses, Philip Hans ; Opschoor, Anne ; van Dijk, Dick.
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  35. Unit roots, non-linearities and structural breaks. (2013). Haldrup, Niels ; Tersvirta, Timo ; Kruse, Robinson ; Varneskov, Rasmus T..
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  36. Semiparametric estimation in triangular system equations with nonstationarity. (2013). Phillips, Peter ; GAO, Jiti ; Phillips, Peter C. B., .
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  37. Wages and prices in Europe before and after the onset of the Monetary Union. (2013). Paruolo, Paolo ; Girardi, Riccardo.
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  38. Counting Process Generated by Boundary-crossing Events. Theory and Statistical Applications. (2013). Farkas, Peter.
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  39. Analysis of the Emergent Properties: Stationarity and Ergodicity. (2012). Grazzini, Jakob.
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  40. Signaling asset price bubbles with time-series methods. (2012). Taipalus, Katja.
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  41. Detecting asset price bubbles with time-series methods. (2012). Taipalus, Katja.
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  42. Unit roots, nonlinearities and structural breaks. (2012). Teräsvirta, Timo ; Kruse, Robinson ; Haldrup, Niels ; Terasvirta, Timo ; Varneskov, Rasmus T..
    In: CREATES Research Papers.
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  43. The Impact of Persistent Cycles on Zero Frequency Unit Root Tests. (2011). Rodrigues, Paulo ; del Barrio Castro, Tomás ; A. M. Robert Taylor, ; Tomas del Barrio Castro, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, .
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  44. Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties. (2011). Ng, Serena ; Gorodnichenko, Yuriy ; Mikusheva, Anna.
    In: NBER Working Papers.
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  45. A New Test in Parametric Linear Models against Nonparametric Autoregressive Errors. (2011). King, Maxwell ; GAO, Jiti.
    In: Monash Econometrics and Business Statistics Working Papers.
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  46. Semiparametric Estimation in Multivariate Nonstationary Time Series Models. (2011). Phillips, Peter ; GAO, Jiti ; Peter C. B. Phillips, .
    In: Monash Econometrics and Business Statistics Working Papers.
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  47. Asymptotic behavior of unstable INAR(p) processes. (2011). Pap, G. ; Ispany, M. ; Barczy, M..
    In: Stochastic Processes and their Applications.
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  48. Consideration of Trends in Time Series. (2011). White, Halbert ; Granger, Clive ; Clive W. J. Granger, .
    In: Journal of Time Series Econometrics.
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  49. Unit roots and purchasing power parity: another kick at the can. (2010). Sephton, Peter.
    In: Applied Economics.
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  50. Evaluación del impacto del mercado de derivados en los canales de transmisión de la política monetaria en México: Metodologías VAR y M-GARCH. (2010). Tanabe, Elisa Yamazaki ; Ramirez, Jose Carlos .
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  51. Testing Unit Root Based on Partially Adaptive Estimation. (2010). Xiao, Zhijie ; Lima, Luiz.
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:2.

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  52. PATTERNS OF CO‐MOVEMENT BETWEEN SOUTH AFRICA AND GERMANY: EVIDENCE FROM THE PERIOD 1985 TO 2006. (2010). Loots, Elsabe ; Kabundi, Alain.
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  53. For which countries did PPP hold? A multiple testing approach. (2009). Hanck, Christoph.
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  54. The Practice of Econometric Theory. (2009). Renfro, Charles G.
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  55. Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation. (2009). Ventosa-Santaulària, Daniel ; Gomez-Zaldivar, Manuel ; Ventosa-Santaularia, Daniel .
    In: Brazilian Review of Econometrics.
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  56. Patterns of co-movement between a developed and emerging market economy: The case of South Africa and Germany. (2009). Loots, Elsabe ; Kabundi, Alain.
    In: Working Papers.
    RePEc:rza:wpaper:159.

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  57. On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend. (2009). Rodrigues, Paulo ; Nunes, Luis ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, .
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  58. Austrian business cycle theory: Empirical evidence. (2009). Bismans, Francis ; Mougeot, Christelle.
    In: The Review of Austrian Economics.
    RePEc:kap:revaec:v:22:y:2009:i:3:p:241-257.

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  59. Forecasting Chilean Inflation From Disaggregate Components. (2009). Cobb, Marcus.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:545.

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  60. Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis. (2009). Nielsen, Morten ; Jansson, Michael.
    In: CREATES Research Papers.
    RePEc:aah:create:2009-37.

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  61. A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic. (2008). Nielsen, Morten.
    In: Working Papers.
    RePEc:qed:wpaper:1185.

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  62. A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis. (2008). Nielsen, Morten.
    In: Working Papers.
    RePEc:qed:wpaper:1175.

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  63. Unit Root Testing with Unstable Volatility. (2008). Beare, Brendan.
    In: Economics Papers.
    RePEc:nuf:econwp:0806.

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  64. Testing for unit roots in the presence of uncertainty over both the trend and initial condition. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:08/03.

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  65. Testing for a change in persistence in the presence of non-stationary volatility. (2008). Taylor, Robert ; Cavaliere, Giuseppe.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:1:p:84-98.

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  66. Testing for unit root processes in random coefficient autoregressive models. (2008). Distaso, Walter .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:581-609.

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  67. A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis. (2008). Nielsen, Morten.
    In: Working Papers.
    RePEc:ecl:corcae:08-05.

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  68. A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic. (2008). Nielsen, Morten.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-36.

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  69. Unit Root Tests with Wavelets. (2007). Gencay, Ramazan ; Fan, Yanqin.
    In: MPRA Paper.
    RePEc:pra:mprapa:9832.

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  70. Unit root testing in practice: dealing with uncertainty over the trend and initial condition. (2007). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:07/03.

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  71. Testing for a unit root when uncertain about the trend [Revised to become 07/03 above]. (2007). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:06/03.

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  72. Inflation and breaks: the validity of the Dickey-Fuller test. (2007). Ventosa-Santaulària, Daniel ; Gómez-Zaldívar, Manuel ; Gomez, Manuel ; Ventosa-Santaularia, Daniel .
    In: Department of Economics and Finance Working Papers.
    RePEc:gua:wpaper:em200601.

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  73. A simple, robust and powerful test of the trend hypothesis. (2007). Taylor, Robert ; Leybourne, Stephen ; Harvey, David.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:1302-1330.

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  74. Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis. (2007). Jansson, Michael.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-12.

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  75. For Which Countries did PPP hold? A Multiple Testing Approach. (2006). Hanck, Christoph .
    In: Technical Reports.
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  76. Further evidence on the statistical properties of real GNP. (2006). Mayoral, Laura.
    In: Economics Working Papers.
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  77. Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models. (2006). Harvie, Charles ; Pahlavani, Mosayeb .
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  78. Phillips-Perron-type unit root tests in the nonlinear ESTAR framework. (2006). Sibbertsen, Philipp ; Rothe, Christoph.
    In: AStA Advances in Statistical Analysis.
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  80. Testing for a change in persistence in the presence of non-stationary volatility. (2006). Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
    In: Discussion Papers.
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  81. A simple, robust and powerful test of the trend hypothesis. (2006). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:06/01.

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  82. Unit Roots and Structural Breaks: A Survey of the Literature. (2006). Perman, Roger ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2006_10.

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  83. Modified tests for a change in persistence. (2006). Taylor, Robert ; Leybourne, Stephen ; Harvey, David.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:134:y:2006:i:2:p:441-469.

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  84. Econometrics: A Bird’s Eye View. (2006). Pesaran, M ; Geweke, John ; Horowitz, Joel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1870.

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  85. New Estimates of Government Net Capital Stocks for 22 OECD Countries 1960-2001. (2005). Kamps, Christophe.
    In: Public Economics.
    RePEc:wpa:wuwppe:0506015.

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  86. Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks. (2005). Mayoral, Laura.
    In: Economics Working Papers.
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  87. Testing mean reversion in target-zone exchange rates. (2005). Cavaliere, Giuseppe.
    In: Applied Economics.
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  88. STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS. (2005). Taylor, Robert ; Cavaliere, Giuseppe.
    In: Econometric Theory.
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  89. Fluctuation Tests for a Change in Persistence. (2005). Taylor, Robert ; A. M. R obertIn: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:67:y:2005:i:2:p:207-230.

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  90. New Estimates of Government Net Capital Stocks for 22 OECD Countries 1960-2001. (2004). Kamps, Christophe.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2004/067.

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  91. Estimating average economic growth in time series data with persistency. (2004). Xiao, Zhijie.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:26:y:2004:i:4:p:699-724.

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  92. Alternative estimators and unit root tests for seasonal autoregressive processes. (2004). Taylor, Robert ; Rodrigues, Paulo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:120:y:2004:i:1:p:35-73.

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  93. A complete class of tests when the likelihood is locally asymptotically quadratic. (2004). Ploberger, Werner.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:118:y:2004:i:1-2:p:67-94.

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  94. Long-run monetary neutrality and the unit-root hypothesis: further international evidence. (2004). Noriega, Antonio.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:15:y:2004:i:2:p:179-197.

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  95. Modified Tests for a Change in Persistence. (2004). Taylor, Robert ; Leybourne, Stephen ; Harvey, David.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:64.

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  96. DO RISING REAL WAGES INCREASE THE RATE OF LABOR‐SAVING TECHNICAL CHANGE? SOME ECONOMETRIC EVIDENCE. (2004). Marquetti, Adalmir.
    In: Metroeconomica.
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  97. The time series behaviour of Brazilian inflation rate: new evidence from unit root tests with good size and power. (2003). Yoon, Gawon .
    In: Applied Economics Letters.
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    RePEc:ecm:wc2000:1211.

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  21. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0867.

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  22. Corruption and Resource Allocation Under Chinas Dual Track System. (2000). Li, Wei.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0179.

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  23. Agency Costs, Credit Constraints and Corporate Investment. (1999). Hansen, Sten .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0079.

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  24. On the finite-sample accuracy of nonparametric resampling algorithms for economic time series. (1999). Kilian, Lutz ; Birgean, Ionel ; Berkowitz, Jeremy .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-04.

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  25. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-04.

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  26. Cyclicality and Durability: Evidence from U.S. Consumers Expediture.. (1999). Cook, Steven.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:2:y:1999:n:2:p:299-310.

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  27. Regression-Based Tests of Predictive Ability. (1998). West, Kenneth ; McCracken, Michael.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0226.

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  28. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0074.

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  29. Long-Run PPP May Not Hold After All. (1998). Engel, Charles.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0050.

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  30. Consistent covariance matrix estimation in probit models with autocorrelated errors. (1998). Rodrigues, Anthony ; Estrella, Arturo.
    In: Staff Reports.
    RePEc:fip:fednsr:39.

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  31. A multivariate cointegration analysis of the role of energy in the U.S. macroeconomy.. (1998). Stern, David.
    In: Working Papers in Ecological Economics.
    RePEc:anu:wpieep:9803.

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  32. The Uncertain Trend in U.S. GDP. (1997). Nelson, Charles ; Murray, Christian .
    In: Computational Economics.
    RePEc:wpa:wuwpco:9702001.

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  33. Bootstrap Testing for Fractional Integration. (1997). Andersson, Michael K. ; Gredenhoff, Mikael P..
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0188.

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  34. The determinants of UK business cycles. (1997). Scott, Andrew ; Holland, Allison .
    In: Bank of England working papers.
    RePEc:boe:boeewp:58.

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  35. Time series properties of global climate variables: detection and attribution of climate change. (1997). Stern, David ; Kaufmann, Robert.
    In: Working Papers in Ecological Economics.
    RePEc:anu:wpieep:9702.

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  36. The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified.. (1996). Zivot, Eric.
    In: Econometrics.
    RePEc:wpa:wuwpem:9612001.

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  37. Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel.
    In: Econometrics.
    RePEc:wpa:wuwpem:9602009.

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  38. Shortages, interest rates, and money demand in Poland, 1969-1995,. (1996). Sterken, Elmer ; Nijsse, Erwin .
    In: Working Papers.
    RePEc:wop:ccsowp:0025.

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  39. Long-Run PPP May Not Hold After All. (1996). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5646.

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  40. Recent developments in bootstrapping time series. (1996). Kilian, Lutz ; Berkowitz, Jeremy .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-45.

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  41. Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert.
    In: Econometrics.
    RePEc:wpa:wuwpem:9502005.

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  42. Likelihood analysis of non-Gaussian parameter driven models. (1995). Shephard, Neil ; Pitt, Michael K.
    In: Economics Papers.
    RePEc:nuf:econwp:0015.

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  43. Sampling Errors and Confidence Intervals for Order Statistics: Implementing the Family Support Act. (1995). Schmidt, Peter ; Horrace, William ; Witte, Ann Dryden .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5387.

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  44. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-05.

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  45. ASYMPTOTIC INFERENCE ABOUT PREDICTIVE ABILITY. (1994). West, Kenneth.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9410002.

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  46. A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model. (1994). Wilcox, David ; West, Kenneth.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9410001.

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  47. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
    In: Econometrics.
    RePEc:wpa:wuwpem:9406001.

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  48. A Further Analysis of Exchange Rate Targeting in Canada. (1994). Wirjanto, Tony ; Amano, Robert.
    In: Staff Working Papers.
    RePEc:bca:bocawp:94-2.

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  49. Soft Landing of a Stock Market Bubble, An Experimental Study. (). Fischbacher, Urs ; Hens, Thorsten.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:090.

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  50. Specification Tests in the Efficient Method of Moments Framework with Application to the Stochastic Volatility Models. (). Zhang, Harold ; Liu, Ming.
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:93.

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