✦ LIBER ✦

TESTING FOR UNIT ROOTS USING FORWARD AND REVERSE DICKEY-FULLER REGRESSIONS

✍ Scribed by S. J. Leybourne

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Fractional Dickey–Fuller Test for Unit

✍ Juan J. Dolado; Jesús Gonzalo; Laura Mayoral 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 411 KB

Bootstrapping the augmented Dickey–Fulle

✍ Mantalos, P.; Karagrigoriou, A. 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 620 KB

The flexible Fourier form and Dickey–Ful

✍ Walter Enders; Junsoo Lee 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 191 KB

Response surfaces estimates for the Dick

✍ Josep Lluı́s Carrion i Silvestre; Andreu Sansó i Rosselló; Manuel Artı́s Ortuño 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 45 KB

Dickey–Fuller, Lagrange Multiplier and C

✍ Kosuke Oya; Hiro Toda 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 236 KB

Testing for unit roots using the augment

✍ R.I.D. Harris 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 399 KB