UNIT ROOT TESTS I
Sunday 25th August 2002,
14:30 - 16:00
Room: 5.7
Session Chair(s):
Frederique Bec, CREST-ENSAE, FRANCE
Category: Econometrics
A SIMPLE TEST FOR UNIT ROOT BILINEARITY
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Presenter(s): |
Svetlana Makarova, European University at St. Petersburg, RUSSIA |
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Co-Author(s): |
Wojciech Charemza, University of Leicester, UNITED KINGDOM and Mikhail Lifshits, St. Petersburg State University, RUSSIA |
UNIT ROOTS AND IDENTIFICATION IN AUTOREGRESSIVE MODELS: A COMPARISON OF ALTERNATIVE TESTS
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Presenter(s): |
Frank Windmeijer, Institute for Fiscal Studies, UNITED KINGDOM |
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Co-Author(s): |
Steven Bond, Nuffield College, Oxford University, UNITED KINGDOM and Celine Nauges, University College London, UNITED KINGDOM, LEERNA-INRA Toulouse , FRANCE |
UNIT ROOT TESTS AND THRESHOLD ADJUSTMENT: THE YIELD SPREAD DYNAMICS REVISITED
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Presenter(s): |
Frederique Bec, CREST-ENSAE, FRANCE |
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Co-Author(s): |
Alain Guay, CREFE, CANADA and Emmanuel Guerre, Laboratoire de Statistique Théorique et Appliquées, FRANCE |
Total Papers in This session: 3
Session Ref: 561
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