✦ LIBER ✦

Joint application of the Dickey-Fuller and KPSS tests

✍ Scribed by Wojciech W. Charemza; Ewa M. Syczewska

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Fractional integration and the augmented

✍ Walter Krämer 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 37 KB

Critical values of the augmented fractio

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

On the power of Dickey-Fuller tests agai

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

The flexible Fourier form and Dickey–Ful

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

Lag Order and Critical Values of the Aug

✍ Yin-Wong Cheung and Kon S. Lai 📂 Article 📅 1995 🏛 American Statistical Association 🌐 English ⚖ 317 KB

Limiting behaviour of Dickey–Fuller -tes

✍ A. Sen 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 56 KB