✦ LIBER ✦

Testing the unit root hypothesis using generalized range statistics

✍ Scribed by Giuseppe Cavaliere

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing the unit root hypothesis against

✍ Robert Sollis 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 313 KB

Multivariate unit root tests of the PPP

✍ Renato Flôres; Philippe Jorion; Pierre-Yves Preumont; Ariane Szafarz 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 121 KB

Testing the Null Hypothesis of Stationar

✍ Zhijie Xiao 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 226 KB

Semiparametric Power Envelopes for Tests

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

SOME SIMPLE TESTS OF THE MOVING-AVERAGE

✍ Jorg Breitung 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 984 KB

Unit-root testing against the alternativ

✍ George Kapetanios 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 196 KB