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GLS detrending and unit root testing

✍ Scribed by Dimitrios V. Vougas

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

GLS detrending, efficient unit root test

✍ Pierre Perron; Gabriel Rodrı́guez 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 278 KB

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GLS-detrending and regime-wise stationar

✍ Claude Lopez 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 148 KB

On the Power of GLS-Type Unit Root Tests

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Unit root testing

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Performance of nonlinear instrumental va

✍ Hyejin Lee; Ming Meng; Junsoo Lee 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 186 KB