UNIT ROOT TESTS III
Tuesday 27th August 2002,
14:30 - 16:00
Room: 1.11
Session Chair(s):
Giuseppe Cavaliere, University of Bologna, ITALY
Category: Econometrics
TESTS FOR UNIT ROOT AND THE INITIAL OBSERVATION
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Presenter(s): |
Ulrich Mueller, University of St. Gallen, SWITZERLAND |
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Co-Author(s): |
Graham Elliott, University of California at San Diego, UNITED STATES |
EXAMINATION OF SOME MORE POWERFUL MODIFICATION OF THE DICKEY-FULLER TEST
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Presenter(s): |
Tae-Hwan Kim, University of Nottingham, UNITED KINGDOM |
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Co-Author(s): |
Stephen Leybourne, University of Nottingham, UNITED KINGDOM and Paul Newbold, University of Nottingham, UNITED KINGDOM |
TESTING UNDECLARED CENTRAL BANK INTERVENTION IN FOREIGN EXCHANGE MARKETS
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Presenter(s): |
Giuseppe Cavaliere, University of Bologna, ITALY |
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Co-Author(s): |
none |
Total Papers in This session: 3
Session Ref: 658
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