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Journal of Business & Economic Statistics Volume 17, 1999 - Issue 2
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Original Articles

Modified Stationarity Tests With Data-Dependent Model-Selection Rules

S. J. Leybourne Department of Economics, University of Nottingham, Nottingham, NG7 2RD, United Kingdom
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B. P. M. HcCabe Faculty of Commerce and Business Administration, University of British Columbia, Vancouver, V6T 1Z2, Canada
Pages 264-270 | Published online: 02 Jul 2012

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Christine Amsler & Peter Schmidt. (2012) Tests of Short Memory With Thick-Tailed Errors. Journal of Business & Economic Statistics 30:3, pages 381-390.
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Vasco J. Gabriel. (2003) Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison. Econometric Reviews 22:4, pages 411-435.
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Articles from other publishers (1)

Agnieszka Rutkowska & Marek Ptak. (2012) On Certain Stationarity Tests for Hydrologic Series. Studia Geotechnica et Mechanica 34:1, pages 51-63.
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