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https://ideas.repec.org/p/cwl/cwldpp/1842.html Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior Downloadable! Right-tailed unit root tests have proved promising for detecting exuberance in economic and financial activities. Like left-tailed tests, the... unit root specification sensitivity right https://ideas.repec.org/a/ecm/emetrp/v61y1993i1p248-49.html Erratum [The Great Crash, the Oil Price Shock and the Unit Root Hypothesis] Downloadable (with restrictions)! The unit root hypothesis is examined allowing a possible one-time change in the level or in the slope of the trend function.... the great crash oil price shock unit root erratum https://ideas.repec.org/p/nsr/niesrd/164.html Testing for a Unit Root against Nonlinear STAR Models In this paper we propose a simple testing procedure to detect the presence of nonstationarity against nonlinear stationarity based on the Smooth Transition... for a unit root testing nonlinear star https://ideas.repec.org/a/ebl/ecbull/eb-13-00296.html Minimum LM unit root test with one structural break Downloadable! In this paper, we consider the minimum Lagrange Multiplier (LM) unit root test with one structural break in intercept and trend. This paper... unit root test minimum lm one structural https://ideas.repec.org/p/tky/fseres/2000cf85.html Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency Downloadable! We propose a unit root test for panels with cross-sectional dependency. We allow general dependency structure among the innovations that generate... unit root cross sectional nonlinear iv tests https://ideas.repec.org/p/yor/yorken/08-03.html Panel Unit Root Tests in the Presence of a Multifactor Error Structure Downloadable! This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a multifactor structure. The... unit root in the https://www.econstor.eu/handle/10419/28021 EconStor: Unit root testing EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. unit root econstor testing https://ideas.repec.org/p/apl/wpaper/04-17.html Minimum LM Unit Root Test with One Structural Break Downloadable! In this paper, we propose a minimum LM unit root test that endogenously determines a structural break in intercept and trend. Critical values are... unit root test minimum lm one structural https://ideas.repec.org/p/ecl/riceco/2004-05.html Taking a New Contour: A Novel Approach to Panel Unit Root Tests Downloadable! The paper introduces a novel approach to testing for unit roots in panels. Following Chang and Park (2004), the approach takes a new contour that... a new novel approach unit root taking contour https://www.econstor.eu/handle/10419/56309 EconStor: A nonlinear alternative to the unit root hypothesis EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW. alternative to the unit econstor nonlinear root https://ideas.repec.org/p/siu/wpaper/17-2012.html Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior Downloadable! Right-tailed unit root tests have proved promising for detecting exuberance in economic and financial activities. Like left-tailed tests, the... unit root specification sensitivity right https://www.iza.org/de/publications/dp/9571/are-unemployment-rates-in-oecd-countries-stationary-evidence-from-univariate-and-panel-unit-root-tests Are Unemployment Rates in OECD Countries Stationary? Evidence from Univariate and Panel Unit Root... This paper revisits the dynamics of unemployment rate for 29 OECD countries over the period of 1980-2013. Numerous empirical studies of the dynamics o... https://www.scielo.org.mx/scielo.php?script=sci_abstract&pid=S1405-31952007000200193&lng=en&nrm=iso Effects of breaks under the null hypothesis with the Dickey-Fuller test for unit root https://ideas.repec.org/a/bes/jnlbes/v12y1994i4p461-70.html Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection The author examines the impact of data based lag length estimation on the behavior of the augmented Dickey-Fuller (ADF) test for a unit root. He derives...