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A Fractional Dickey–Fuller Test for Unit Roots

✍ Scribed by Juan J. Dolado; Jesús Gonzalo; Laura Mayoral

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal Fractional Dickey–Fuller tests

✍ Ignacio N. Lobato; Carlos Velasco 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 233 KB

Behaviour of Dickey–Fuller Unit-Root Tes

✍ Tae-Hwan Kim; Stephen Leybourne; Paul Newbold 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 168 KB

Critical values of the augmented fractio

✍ Peter S. Sephton 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 374 KB

Dickey–Fuller, Lagrange Multiplier and C

✍ Kosuke Oya; Hiro Toda 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 236 KB

A note on self-normalized Dickey-Fuller

✍ Xiao-rong Yang; Li-xin Zhang 📂 Article 📅 2008 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 136 KB

Efficient Wald Tests for Fractional Unit

✍ Ignacio N Lobato; Carlos Velasco 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 165 KB