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Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics

✍ Scribed by Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

TESTING FOR UNIT ROOTS UNDER MULTIPLE PO

✍ Cavaliere, Giuseppe; Harvey, David I.; Leybourne, Stephen J.; Robert Taylor, A. 📂 Article 📅 2014 🏛 John Wiley and Sons 🌐 English ⚖ 265 KB

TESTING FOR A UNIT ROOT IN THE PRESENCE

✍ Harris, David; Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert 📂 Article 📅 2009 🏛 Cambridge University Press 🌐 English ⚖ 335 KB

TESTING FOR UNIT ROOTS IN THE PRESENCE O

✍ Cavaliere, Giuseppe; Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Rober 📂 Article 📅 2011 🏛 Cambridge University Press 🌐 English ⚖ 287 KB

On LM-type tests for seasonal unit roots

✍ Luis C. Nunes; Paulo M. M. Rodrigues 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 736 KB