Some Limit Theory For Autocovariances Whose Order Depends On Sample Size
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- Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2015.
"Novel panel cointegration tests emending for cross‐section dependence with N fixed,"
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- Kaddour Hadri & Eiji Kurozumi & Yao Rao, 2014. "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Economics Working Papers 14-02, Queen's Management School, Queen's University Belfast.
- Hassan B. Ghassan & Zakaria Boulanouar & Kabir M. Hassan, 2021.
"Revisiting Banking Stability Using a New Panel Cointegration Test,"
IJFS, MDPI, vol. 9(2), pages 1-8, April.
- Ghassan, Hassan & Boulanouar, Zakaria & Hassan, Kabir Mohammed, 2020. "Revisiting Banking Stability Using a New Panel Cointegration Test," MPRA Paper 107085, University Library of Munich, Germany, revised 2020.
- Harvey David I & Leybourne Stephen J & Xiao Bin, 2008.
"A Powerful Test for Linearity When the Order of Integration is Unknown,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-24, September.
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- Brendan McCabe & Stephen Leybourne & David Harris, 2003. "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics 0311009, University Library of Munich, Germany.
- Kyung So Im & Junsoo Lee & Vladimir Arcabic & Mansik Hur, 2018. "DF-IV Unit Root Tests Using Stationary Instrument Variables," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 7(1), pages 1-1.
- Ayesh Ariyasinghe & N. S. Cooray, 2021. "The Nexus Of Foreign Reserves, Exchange Rate And Inflation: Recent Empirical Evidence From Sri Lanka," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 22(1), pages 29-72, March.
- Jirak, Moritz, 2011. "On the maximum of covariance estimators," Journal of Multivariate Analysis, Elsevier, vol. 102(6), pages 1032-1046, July.
- Gawon Yoon, 2010. "Nonlinearity in real exchange rates: an approach with disaggregated data and a new linearity test," Applied Economics Letters, Taylor & Francis Journals, vol. 17(11), pages 1125-1132.
- Hadri, Kaddour & Kurozumi, Eiji & 黒住, 英司, 2008.
"A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence,"
CCES Discussion Paper Series
7, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University.
- Kaddour Hadri & Eiji Kurozumi, 2009. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," Economics Working Papers 09-01, Queen's Management School, Queen's University Belfast.
- Kaddour Hadri & Eiji Kurozumi, 2008. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," Global COE Hi-Stat Discussion Paper Series gd08-016, Institute of Economic Research, Hitotsubashi University.
- Yoon, Gawon, 2009. "It's all the miners' fault: On the nonlinearity in U.S. unemployment rates," Economic Modelling, Elsevier, vol. 26(6), pages 1449-1454, November.
- Bob Nobay & Ivan Paya & David A. Peel, 2010.
"Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 135-150, February.
- Bob Nobay & Ivan Paya & David A. Peel, 2010. "Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 135-150, February.
- Nobay, A. Robert & Paya, Ivan & Peel, David A., 2007.
"Inflation dynamics in the US - a nonlinear perspective,"
LSE Research Online Documents on Economics
24499, London School of Economics and Political Science, LSE Library.
- Bob Nobay & Ivan Paya & David A. Peel, 2007. "Inflation Dynamics in the US -A Nonlinear Perspective," FMG Discussion Papers dp601, Financial Markets Group.
- Khraief, Naceur & Shahbaz, Muhammad & Heshmati, Almas & Azam, Muhammad, 2020.
"Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests,"
The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Khraief, Naceur & Shahbaz, Muhammad & Heshmati, Almas & Azam, Muhammad, 2015. "Are Unemployment Rates in OECD Countries Stationary? Evidence from Univariate and Panel Unit Root Tests," IZA Discussion Papers 9571, Institute of Labor Economics (IZA).
- Khraief, Naceur & Shahbaz, Muhammad & Heshmati, Almas & Azam, Muhammad, 2016. "Are Unemployment Rates in OECD Countries Stationary? Evidence from Univariate and Panel Unit Root Tests," Working Paper Series in Economics and Institutions of Innovation 435, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Harris, David & McCabe, Brendan & Leybourne, Stephen, 2002. "Stochastic cointegration: estimation and inference," Journal of Econometrics, Elsevier, vol. 111(2), pages 363-384, December.
- Erdas Mehmet Levent, 2019. "Validity of Weak-Form Market Efficiency in Central and Eastern European Countries (CEECs): Evidence from Linear and Nonlinear Unit Root Tests," Review of Economic Perspectives, Sciendo, vol. 19(4), pages 399-428, December.
- Syed A. Basher & Josep Lluís Carrion-i-Silvestre, 2007. "Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence," IREA Working Papers 200710, University of Barcelona, Research Institute of Applied Economics, revised May 2007.
- Neifar, Malika, 2020. "Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets," MPRA Paper 99658, University Library of Munich, Germany.
- Yavuz, Nilgün Çil & Yilanci, Veli, 2012. "Testing For Nonlinearity In G7 Macroeconomic Time Series," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 69-79, September.
- Ghassan, Hassan & Abdullah, Abdelgader, 2009. "Does the entry of foreign investors influence the volatility of Doha Securities Market?," MPRA Paper 95620, University Library of Munich, Germany, revised 2010.
- Malika Neifar & Leila Gharbi, 2022. "Weak EMH and Canadian stock markets: evidence from linear and nonlinear unit root tests," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 14(4), pages 629-651, December.
- David Harris & Steve Leybourne & Brendan McCabe, 2003. "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics 0311005, University Library of Munich, Germany.
- neifar, malika, 2020. "Efficient Markets Hypothesis in Canada: a comparative study between Islamic and Conventional stock markets ," MPRA Paper 103175, University Library of Munich, Germany.
- Wu, Wei Biao, 2009. "An asymptotic theory for sample covariances of Bernoulli shifts," Stochastic Processes and their Applications, Elsevier, vol. 119(2), pages 453-467, February.
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