✦ LIBER ✦

A DISTRIBUTION GENERATING EQUATION FOR UNIT-ROOT STATISTICS

✍ Scribed by Karim M. Abadir

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bartlett Corrections for Unit Root Test

✍ Rolf Larsson 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 187 KB

Testing the unit root hypothesis using g

✍ Giuseppe Cavaliere 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 584 KB

Likelihood Ratio Statistics for Autoregr

✍ David A. Dickey and Wayne A. Fuller 📂 Article 📅 1981 🏛 John Wiley and Sons 🌐 English ⚖ 295 KB

Distribution theory for unit root tests

✍ Byeongseon Seo 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 202 KB

The Limiting Density of Unit Root Test S

✍ Mithat Gonen; Madan L. Puri; Frits H. Ruymgaart; Martien C. A. Van Zuijlen 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 208 KB

On the distribution of Dickey–Fuller uni

✍ Amit Sen 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 160 KB