✦ LIBER ✦

Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks

✍ Scribed by Josep Lluı́s Carrion i Silvestre; Andreu Sansó i Rosselló; Manuel Artı́s Ortuño

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Bootstrapping the augmented Dickey–Fulle

✍ Mantalos, P.; Karagrigoriou, A. 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 620 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

Testing for unit roots using the augment

✍ R.I.D. Harris 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 399 KB

Response surface estimates of stationari

✍ Marı&#x0301;a José Presno; Ana Jesús López 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 46 KB

Joint hypothesis specification for unit

✍ Josep Lluís Carrion-i-Silvestre; Andreu Sansó 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 264 KB

Unit-root testing: on the asymptotic equ

✍ Evangelos E. Ioannidis 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 812 KB