LAUSR

Bayesian analysis of periodic unit roots in the presence of a break

Sign Up to like & get
recommendations!
1 Published in 2017 at "Applied Economics"

DOI: 10.1080/00036846.2016.1270415

Abstract: ABSTRACT A Bayesian testing approach for a periodic unit root in quarterly and monthly data is presented. Further a Bayesian test is introduced to test for unit roots at (non)seasonal spectral frequencies. All procedures admit… read more here.

Keywords: unit; unit roots; bayesian analysis; periodic unit ... See more keywords

Unit Roots and Structural Breaks

Sign Up to like & get
recommendations!
1 Published in 2017 at "Econometrics"

DOI: 10.3390/econometrics5020022

Abstract: This special issue deals with problems related to unit roots and structural change, and the interplay between the two.[...] read more here.

Keywords: structural breaks; roots structural; unit roots;

Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels with Logistic Smooth Breaks

Sign Up to like & get
recommendations!
1 Published in 2023 at "Symmetry"

DOI: 10.3390/sym15030747

Abstract: In this study, we investigate the validity of the purchasing power parity (PPP) proposition for 34 European and selected global countries. For this purpose, we propose a new unit root test for cross-sectionally dependent heterogeneous… read more here.

Keywords: testing unit; unit roots; unit; roots nonlinear ... See more keywords