Based on symmetric estimation and the weighted symmetric estimation of Pantula et al. (1994) and Park and Fuller (1995), new semiparametric tests for testing a unit root under the general situation of Phillips (1987) and Phillips and Perron (1988) are developed. A Monte-Carlo simulation shows that t
โฆ LIBER โฆ
A Hausman specification test based on root-N-consistent semiparametric estimators
โ Scribed by Qi Li; Thanasis Stengos
- Book ID
- 116101486
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 358 KB
- Volume
- 40
- Category
- Article
- ISSN
- 0165-1765
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