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   Nov 19 2017 Simeon Ebechidi and Eleanya K. Nduka   Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 12 2012 Ahamada Ibrahim and Boutahar Mohamed   Power of the KPSS test against shift in variance: a further investigation.   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 23 2010 Catherine L. McDevitt and James R. Irwin   Efficient markets: land and slave prices in Henrico County, Virginia, 1782-1863   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 06 2010 Masafumi Kozuka   On the stationarity of Japanese-yen based purchasing power parity in the presence of the structural breaks   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 14 2009 Tsangyao Chang , Gengnan Chiang and Yichun Zhang   Is volume index of gdp per capita stationary in oecd countries? panel stationary tests with structural breaks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 25 2006 Johan Lyhagen   The seasonal KPSS statistic   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 13 2005 Marco Barassi   On KPSS with GARCH errors   Abstract  Contact Information  Citation  Full Text  -  Note   May 13 2004 Olivier Darné   The effects of additive outliers on stationarity tests: a monte carlo study   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 19 2004 AHAMADA IBRAHIM   A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate   Abstract  Contact Information  Citation  Full Text  -  Note