Concepedia

The effects of oil prices on the price indices in Taiwan: International or domestic oil prices matter?

Wen-Hsiu Huang, Ming-Che Chao

Energy Policy · 2012 · 18 citations · 36 references

DOI

Concepts

References

36

Testing the null hypothesis of stationarity against the alternative of a unit root

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics · 1992 · 12.6K citations

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Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

Bruce E. Hansen · Econometrica · 1996 · 2.3K citations

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Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt · RePEc: Research Papers in Economics · 1991 · 1.6K citations

, , +12

Testing for a unit root in the nonlinear STAR framework

George Kapetanios, Yongcheol Shin, Andy Snell · Journal of Econometrics · 2002 · 1.6K citations

, , +2

Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates

Walter Enders, C. W. J. Granger · Journal of Business and Economic Statistics · 1998 · 1.2K citations

, , +13