✦ LIBER ✦

SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS

✍ Scribed by Jorg Breitung

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Seasonal Moving-average Unit Root Tests

✍ Wing-kuen Tam; Gregory Reinsel 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 285 KB

Unit Root Tests Based on Unconditional M

✍ Dong Wan Shin; Wayne Fuller 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 169 KB

Semiparametric Power Envelopes for Tests

✍ Michael Jansson 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 452 KB

Pure Significance Tests of the Unit Root

✍ ANDREW P. BLAKE; GEORGE KAPETANIOS 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 127 KB

Some Simple Tests of the Globalization a

✍ Jane Ihrig; Steven B. Kamin; Deborah Lindner; Jaime Marquez 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 362 KB

RESULTS ON ESTTMATION AND TESTING FOR A

✍ Sook Fwe Yap; Gregory C. Reinsel 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 729 KB