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Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC

✍ Scribed by Mantalos, P.; Karagrigoriou, A.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the power of the Augmented Dickey–Ful

✍ Luisa Bisaglia; Isabella Procidano 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 48 KB

TESTING FOR UNIT ROOTS USING FORWARD AND

✍ S. J. Leybourne 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 911 KB

Response surfaces estimates for the Dick

✍ Josep Lluı́s Carrion i Silvestre; Andreu Sansó i Rosselló; Manuel Artı́s Ortuño 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 45 KB

The flexible Fourier form and Dickey–Ful

✍ Walter Enders; Junsoo Lee 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 191 KB

Testing for unit roots using the augment

✍ R.I.D. Harris 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 399 KB

Unit-root testing: on the asymptotic equ

✍ Evangelos E. Ioannidis 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 812 KB