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Semiparametric Tests for Double Unit Roots Based on Symmetric Estimators

✍ Scribed by Dong Wan Shin and Hyun Jung Kim


Book ID
124697489
Publisher
American Statistical Association
Year
1999
Tongue
English
Weight
329 KB
Volume
17
Category
Article
ISSN
0735-0015

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Based on symmetric estimation and the weighted symmetric estimation of Pantula et al. (1994) and Park and Fuller (1995), new semiparametric tests for testing a unit root under the general situation of Phillips (1987) and Phillips and Perron (1988) are developed. A Monte-Carlo simulation shows that t

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