UNIT ROOT TESTS II
Monday 26th August 2002,
14:30 - 16:00
Room: 1.3
Session Chair(s):
Nicolas Million, EUREQua Université Paris 1, FRANCE
Category: Econometrics
THE ROLE OF DETERMINISTIC COMPONENTS IN THE FRACTIONAL DICKEY_FULLER TEST FOR UNIT ROOTS
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Presenter(s): |
Juan José Dolado, Universidad Carlos III de Madrid, SPAIN and Laura Mayoral, Universitat Autonoma de Barcelona, SPAIN |
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Co-Author(s): |
none |
UNIT ROOT TESTS IN THREE REGIME SETAR MODELS
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Presenter(s): |
Yongcheol Shin, University of Edinburgh, UNITED KINGDOM |
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Co-Author(s): |
George Kapetanios, Bank of England, UNITED KINGDOM |
MONETARY POLICIES, THE OIL CRISIS AND THE FISHER EFFECT HYPOTHESIS
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Presenter(s): |
Nicolas Million, EUREQua Université Paris 1, FRANCE |
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Co-Author(s): |
none |
Total Papers in This session: 3
Session Ref: 635
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