Mar 30 2023 Adam J. Check , Ming Chien Lo and Kwok Ping Tsang   Are unit root tests useful for univariate time series forecasts with different orders of integration? A Monte Carlo study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 24 2009 Matei Demetrescu   Panel unit root testing and the martingale difference hypothesis for German stocks   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2008 Daniel Ventosa-Santaulària and José Eduardo Vera-Valdés   Granger-Causality in the presence of structural breaks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 16 2004 Steven Cook   On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 26 2003 Boriss Siliverstovs   Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment   Abstract  Contact Information  Citation  Full Text  -  Comment   May 17 2002 Steven Cook and Neil Manning   Unusual behaviour of Dickey-Fuller tests in the presence of trend mis-specification   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result