Unit root testing against an ST-MTAR alternative: finite-sample properties and an application to the UK housing market

ISSN： 1466-4283

Source： Applied Economics, Vol.41, Iss.11, 2009-05, pp. : 1397-1404

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Testing the null of stationarity against the alternative of a unit root: an application to the Italian post-war economy

By Schlitzer Giuseppe

Applied Economics, Vol. 28, Iss. 3, 1996-03 ,pp. : 327-331

Routledge Ltd

Access to resources Recommend Favorite

Consistency of the KPSS unit root test against fractionally integrated alternative

By Bagby R.M. Kennedy S.H. Schuller D.R. Dickens S.E. E. Minifie C. Levitt A. Joffe R. Lee H.S. Amsler C.

Economics Letters, Vol. 55, Iss. 2, 1997-08 ,pp. : 151-160

Elsevier

Access to resources Recommend Favorite

Critical values for testing a unit root in finite samples from the MA(1)

By Halkos George Kevork Ilias

Applied Economics Letters, Vol. 14, Iss. 3, 2007-02 ,pp. : 191-195

Routledge Ltd

Access to resources Recommend Favorite

Shortfalls of panel unit root testing

By Strauss J. Yigit T.

Economics Letters, Vol. 81, Iss. 3, 2003-12 ,pp. : 309-313

Elsevier

Access to resources Recommend Favorite

Pitfall of unit autoregressive root testing

By Vougas Dimitrios V.

Applied Economics Letters, Vol. 9, Iss. 10, 2002-08 ,pp. : 665-669

Routledge Ltd

Access to resources Recommend Favorite