Jun 30 2023 Jamilu Iliyasu , Aliyu R Sanusi and Suleiman O Mamman   Testing for explosive behavior in relative inflation measures: Implications for monetary policy under uncertainty   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   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   Dec 18 2015 Jeremy Nguyen and Jen-je Su   Combining linear and nonlinear unit root tests with an application to PPP.   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   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   Jul 26 2008 Steve Cook   Non-linear unit root testing in the presence of heavy-tailed innovation processes   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 13 2007 Paresh Narayan and Arti Prasad   Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 01 2005 Kian-Ping Lim , M. Azali and Hock-Ann Lee   Income Disparity between Japan and ASEAN-5 Economies: Converge, Catching Up or Diverge?   Abstract  Contact Information  Citation  Full Text  -  Note   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   Jul 17 2001 Steven Cook   Asymmetric unit root tests in the presence of structural breaks under the null   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 04 2001 Peter E. Kennedy and John Elder   F versus t tests for unit roots   Abstract  Contact Information  Citation  Full Text  -  Note