Joint application of the Dickey-Fuller and KPSS tests

By Charemza W.W.   Syczewska E.M.  

Economics Letters, Vol. 61, Iss. 1, 1998-10 ,pp. : 17-21

Elsevier

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Deterministic seasonality in Dickey–Fuller tests: should we care?

By Silva Lopes Artur  

Empirical Economics, Vol. 31, Iss. 1, 2006-03 ,pp. : 165-182

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On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap

By Bisaglia L.   Procidano I.  

Economics Letters, Vol. 77, Iss. 3, 2002-11 ,pp. : 343-347

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The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag

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The nonstationarity of the consumption-income ratio: Evidence from more powerful Dickey-Fuller tests

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Applied Economics Letters, Vol. 10, Iss. 7, 2003-01 ,pp. : 393-395

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