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Covariate unit root tests with good size and power

✍ Scribed by Sebastian Fossati

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

LAG Length Selection and the Constructio

✍ Serena Ng; Pierre Perron 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 294 KB

Size and power properties of structural

✍ Narayan, Paresh Kumar; Popp, Stephan 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 687 KB

BOOTSTRAPPING COVARIATE UNIT ROOT TESTS:

✍ Cheng-Feng Lee; Ching-Chuan Tsong 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 470 KB

Testing for a unit root with covariates

✍ Ching-Chuan Tsong 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 231 KB

Heterogeneous Panel Unit Root Tests and

✍ Kul B. Luintel 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 153 KB

Unit Root Testing Using Covariates: Some

✍ Guglielmo Maria Caporale; Nikitas Pittis 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 181 KB