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Efficient Wald Tests for Fractional Unit Roots

✍ Scribed by Ignacio N Lobato; Carlos Velasco

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Critical values for the augmented effici

✍ Peter S. Sephton 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 370 KB

A Fractional Dickey–Fuller Test for Unit

✍ Juan J. Dolado; Jesús Gonzalo; Laura Mayoral 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 411 KB

Nonparametric tests for unit roots and c

✍ Jörg Breitung 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 174 KB

Likelihood Ratio Tests for Seasonal Unit

✍ Richard J. Smith; A. M. Robert Taylor 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 368 KB

Tests for Unit Roots and the Initial Con

✍ Ulrich K. Müller; Graham Elliott 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 324 KB

Can Tests for Stochastic Unit Roots Prov

✍ A. M. Robert Taylor; Dick van Dijk 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 136 KB