Advanced search
Publication Cover
Applied Economics Letters Volume 3, 1996 - Issue 3
Submit an article Journal homepage
22
Views
15
CrossRef citations to date
0
Altmetric
Original Articles

On improvements of Phillips-Perron unit root tests using optimal bandwidth estimates

Junsoo Lee
&
Dante Mossi
Pages 197-200 | Published online: 07 Oct 2010

Citations (15)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (5)

Chang Liu, Jianping Li, Xiaolei Sun & Jianming Chen. (2021) Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia. Applied Economics Letters 28:7, pages 599-607.
Read now
Ming-Che Wu, Yung-Shi Liau & Yung-Chang Wang. (2021) Are there contagion effects in the REIT market? The case of Brexit. Economic Research-Ekonomska Istraživanja 34:1, pages 410-426.
Read now
Yue-Jun Zhang & Shu-Hui Li. (2019) The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach. Quantitative Finance 19:8, pages 1357-1371.
Read now
Chin Wen Cheong. (2011) Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets. Communications in Statistics - Simulation and Computation 40:7, pages 957-977.
Read now
Junsoo Lee. (1997) Finite sample performance of Schmidt–Philips unit root tests. Applied Economics Letters 4:2, pages 129-132.
Read now

Articles from other publishers (10)

Saba QureshiMuhammad Aftab. (2020) Exchange Rate Interdependence in ASEAN Markets: A Wavelet Analysis. Global Business Review 24:6, pages 1180-1204.
Crossref
Małgorzata Iwanicz-Drozdowska, Karol Rogowicz, Łukasz Kurowski & Paweł Smaga. (2021) Two decades of contagion effect on stock markets: Which events are more contagious?. Journal of Financial Stability 55, pages 100907.
Crossref
Ling Xiao, Gurjeet Dhesi, Eduard Gabriel Ceptureanu, Kevin Lin, Claudiu Herteliu, Babar Syed & Sebastian Ion Ceptureanu. (2020) Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach. Soft Computing 24:18, pages 13871-13878.
Crossref
Josué M. Polanco-Martínez. (2019) Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods. Nonlinear Dynamics 97:1, pages 369-389.
Crossref
KimHiang Liow, Xiaoxia Zhou, Qiang Li & Yuting Huang. (2019) Dynamic interdependence between the US and the securitized real estate markets of the Asian-Pacific economies. Journal of Property Investment & Finance 37:1, pages 92-117.
Crossref
J.M. Polanco-Martínez, J. Fernández-Macho, M.B. Neumann & S.H. Faria. (2018) A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. Physica A: Statistical Mechanics and its Applications 490, pages 1211-1227.
Crossref
Aasif Shah, Malabika Deo & Wayne King. (2015) Characterizing Co-movements between Indian and Emerging Asian Equity Markets through Wavelet Multi-Scale Analysis. East Asian Economic Review 19:2, pages 189-219.
Crossref
Anindya Chakrabarty, Anupam De & Gautam Bandyopadhyay. (2015) A Wavelet-based MRA-EDCC-GARCH Methodology for the Detection of News and Volatility Spillover across Sectoral Indices—Evidence from the Indian Financial Market. Global Business Review 16:1, pages 35-49.
Crossref
Stilianos AlexiadisStilianos Alexiadis. 2013. Convergence Clubs and Spatial Externalities. Convergence Clubs and Spatial Externalities 89 117 .
Junsoo Lee & Christine Amsler. (1997) A joint test for a unit root and common factor restrictions in the presence of a structural break. Structural Change and Economic Dynamics 8:2, pages 221-232.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.