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Optimal Fractional Dickey–Fuller tests

✍ Scribed by Ignacio N. Lobato; Carlos Velasco

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Fractional Dickey–Fuller Test for Unit

✍ Juan J. Dolado; Jesús Gonzalo; Laura Mayoral 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 411 KB

Critical values of the augmented fractio

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

Rank Based Dickey–Fuller Test Statistics

✍ Stergios B. Fotopoulos; Sung K. Ahn 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 144 KB

EMPIRICAL EVIDENCE ON DICKEY-FULLER-TYPE

✍ C. Agiakloglou; P. Newbold 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 640 KB

Deterministic seasonality in Dickey–Full

✍ Artur C. B. da Silva Lopes 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 193 KB

Dickey–Fuller Type of Tests against Nonl

✍ Changli He; Rickard Sandberg 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 653 KB