✦ LIBER ✦

Examination of Some More Powerful Modifications of the Dickey–Fuller Test

✍ Scribed by Stephen Leybourne; Tae-Hwan Kim; Paul Newbold

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The nonstationarity of the consumption-i

✍ Cook, Steven 📂 Article 📅 2003 🏛 Taylor and Francis Group 🌐 English ⚖ 96 KB

On the power of Dickey-Fuller tests agai

✍ Francis X. Diebold; Glenn D. Rudebusch 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 391 KB

Critical values of the augmented fractio

✍ Peter S. Sephton 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 374 KB

Joint application of the Dickey-Fuller a

✍ Wojciech W. Charemza; Ewa M. Syczewska 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 194 KB

On the power of the Augmented Dickey–Ful

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

Testing for unit roots using the augment

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