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
β¦ LIBER β¦
Semiparametric Tests for Double Unit Roots Based on Symmetric Estimators
β 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
- DOI
- 10.2307/1392239
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