✦ LIBER ✦

ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS

✍ Scribed by Heon Jin Park; Wayne A. Fuller

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Modified unit root tests and momentum th

✍ Steven Cook 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 183 KB

Testing for Unit Roots in a Nearly Nonst

✍ B. B. Bhattacharyya; X. Li; M. Pensky; G. D. Richardson 📂 Article 📅 2000 🏛 Springer Japan 🌐 English ⚖ 669 KB

Testing the Null Hypothesis of Stationar

✍ Zhijie Xiao 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 226 KB

The Asymptotic Distribution of Unit Root

✍ Bent Nielsen 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 88 KB

Unit Root Tests Based on Unconditional M

✍ Dong Wan Shin; Wayne Fuller 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 169 KB

Testing for a unit root in autoregressiv

✍ Dongwan Shin; Sastry G. Pantula 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 623 KB