✦ LIBER ✦

Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes

✍ Scribed by A. M. ROBERT TAYLOR

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Some tests for unit roots in seasonal ti

✍ Sung K. Ahn; Sinsup Cho 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 698 KB

Testing for Unit Roots in Monthly Time S

✍ A. M. Robert Taylor 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 319 KB

Test Procedures for Unit Roots in Time S

✍ Markku Lanne; Helmut Lütkepohl; Pentti Saikkonen 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 212 KB

Unit and Fractional Roots at the Long Ru

✍ Luis A. Gil-Alana 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 205 KB

Dickey–Fuller, Lagrange Multiplier and C

✍ Kosuke Oya; Hiro Toda 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 236 KB

A note on self-normalized Dickey-Fuller

✍ Xiao-rong Yang; Li-xin Zhang 📂 Article 📅 2008 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 136 KB