✦ LIBER ✦

ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS

✍ Scribed by Chang, Yoosoon; Park, Joon Y.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The ADF–KPSS test of the joint confirmat

✍ Piotr Kębłowski; Aleksander Welfe 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 166 KB

Asymptotics for unit root tests under Ma

✍ Giuseppe Cavaliere 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 214 KB

On the asymptotic distribution of a unit

✍ Christoph Hanck 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 255 KB

Approximate Asymptotic Distribution Func

✍ James G. MacKinnon 📂 Article 📅 1994 🏛 American Statistical Association 🌐 English ⚖ 446 KB

Tests for Unit Roots and the Initial Con

✍ Ulrich K. Müller; Graham Elliott 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 324 KB

On the asymptotic distribution of a simp

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