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| Nov 23 2010 |
Catherine L. McDevitt and James R. Irwin |
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Efficient markets: land and slave prices in Henrico County, Virginia, 1782-1863 |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 24 2009 |
Matei Demetrescu |
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Panel unit root testing and the martingale difference hypothesis for German stocks |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2008 |
Daniel Ventosa-Santaulària and José Eduardo Vera-Valdés |
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Granger-Causality in the presence of structural breaks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 26 2008 |
Steve Cook |
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Non-linear unit root testing in the presence of heavy-tailed innovation processes |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 13 2007 |
Paresh Narayan and Arti Prasad |
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Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 01 2005 |
Kian-Ping Lim , M. Azali and Hock-Ann Lee |
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Income Disparity between Japan and ASEAN-5 Economies: Converge, Catching Up or Diverge? |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 16 2004 |
Steven Cook |
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On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 26 2003 |
Boriss Siliverstovs |
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Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment |
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Abstract Contact Information Citation Full Text - Comment |
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| May 17 2002 |
Steven Cook and Neil Manning |
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Unusual behaviour of Dickey-Fuller tests in the presence of trend mis-specification |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jul 17 2001 |
Steven Cook |
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Asymmetric unit root tests in the presence of structural breaks under the null |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 04 2001 |
Peter E. Kennedy and John Elder |
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F versus t tests for unit roots |
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Abstract Contact Information Citation Full Text - Note |
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