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Communications in Statistics - Simulation and Computation Volume 40, 2011 - Issue 8
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Original Articles

How Do Nonlinear Unit Root Tests Perform with Non Normal Errors?

Hyejin Lee Department of Economics, Finance, & Legal Studies, University of Alabama, Tuscaloosa, Alabama, USA
,
Ming Meng Department of Economics, Finance, & Legal Studies, University of Alabama, Tuscaloosa, Alabama, USA
&
Junsoo Lee Department of Economics, Finance, & Legal Studies, University of Alabama, Tuscaloosa, Alabama, USACorrespondence[email protected]
Pages 1182-1191 | Received 27 Aug 2010, Accepted 18 Feb 2011, Published online: 20 Apr 2011

Citations (9)

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Read on this site (2)

Hyejin Lee & Mansik Hur. (2021) Non-normal errors or nonlinearity? performance of unit root tests. Applied Economics 53:52, pages 6094-6103.
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James E. Payne, Stephanie Anderson, Junsoo Lee & Myeong Hyeon Cho. (2015) Do per capita health care expenditures converge among OECD countries? Evidence from unit root tests with level and trend-shifts. Applied Economics 47:52, pages 5600-5613.
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Articles from other publishers (7)

Selin KARATEPE. (2023) CONVERGENCE OF WHOLESALE ELECTRICITY PRICES ACROSS EUROPEAN MARKETS: ARE WE THERE YET?AVRUPA PİYASALARINDA TOPTAN ELEKTRİK FİYATLARININ YAKINSAMASI: HENÜZ VARMADIK MI?. Toplum Ekonomi ve Yönetim Dergisi.
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Amanj Mohamed Ahmed, Nabard Abdallah Sharif, Muhammad Nawzad Ali & István Hágen. (2023) Effect of Firm Size on the Association between Capital Structure and Profitability. Sustainability 15:14, pages 11196.
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Firat Emir & Selin Karlilar. (2022) Application of RALS cointegration test assessing the role of natural resources and hydropower energy on ecological footprint in emerging economy. Energy & Environment 34:4, pages 764-779.
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N. Melis Esenyel İçen, Hüseyin İçen & Gizem Uzuner. (2022) Evaluation of ecological security for the Association of Southeast Asian Nations-5 countries: new evidence from the RALS unit root test. Environmental and Ecological Statistics 29:4, pages 705-725.
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Dong-Yop Oh, Hyejin Lee & Karl David Boulware. (2019) A comment on interest rate pass-through: a non-normal approach. Empirical Economics 59:4, pages 2017-2035.
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Ming Meng, Junsoo Lee & James E. Payne. (2017) RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis. Studies in Nonlinear Dynamics & Econometrics 21:1.
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Ming Meng, James E. Payne & Junsoo Lee. (2013) Convergence in per capita energy use among OECD countries. Energy Economics 36, pages 536-545.
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