✦ LIBER ✦

Some Properties of Exact Tests for Unit Roots

✍ Scribed by Alok Bhargava

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

EXACT SIMILAR TESTS FOR UNIT ROOTS AND C

✍ Jan F. Kiviet; Garry D. A. Phillips 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 920 KB

Semiparametric Tests for Double Unit Roo

✍ Niels Haldrup 📂 Article 📅 1994 🏛 American Statistical Association 🌐 English ⚖ 589 KB

Efficient Wald Tests for Fractional Unit

✍ Ignacio N Lobato; Carlos Velasco 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 165 KB

Nonparametric tests for unit roots and c

✍ Jörg Breitung 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 174 KB

Likelihood Ratio Tests for Seasonal Unit

✍ Richard J. Smith; A. M. Robert Taylor 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 368 KB

Some tests for unit roots in seasonal ti

✍ Sung K. Ahn; Sinsup Cho 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 698 KB