✦ LIBER ✦

On infimum Dickey–Fuller unit root tests allowing for a trend break under the null

✍ Scribed by Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

TESTING FOR UNIT ROOTS UNDER MULTIPLE PO

✍ Cavaliere, Giuseppe; Harvey, David I.; Leybourne, Stephen J.; Robert Taylor, A. 📂 Article 📅 2014 🏛 John Wiley and Sons 🌐 English ⚖ 265 KB

Testing for unit roots in the possible p

✍ Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 946 KB

On the asymptotic distribution of a simp

✍ Mauro Costantini; Amit Sen 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 227 KB

On LM-type tests for seasonal unit roots

✍ Luis C. Nunes; Paulo M. M. Rodrigues 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 736 KB