Testing the unit root hypothesis using generalized range statistics
Author:
Affiliation:
1. Department of Statistical Sciences, University of Bologna, Via Belle Arti 41, 40126 Bologna, Italy
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/4/1/70/27684966/ectj0070.pdf
Cited by 12 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Unit Root Tests for Dependent Micropanels;The Japanese Economic Review;2017-12-13
2. On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts;Journal of Risk and Financial Management;2017-02-07
3. Unit Root Tests for Dependent and Heterogeneous Micropanels;SSRN Electronic Journal;2014
4. Beyond Co-Integration: Modelling Co-Movements in Macro Finance;SSRN Electronic Journal;2012
5. Two estimators of the long-run variance: Beyond short memory;Journal of Econometrics;2009-05
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