✦ LIBER ✦

Tests for Unit Roots and the Initial Condition

✍ Scribed by Ulrich K. Müller; Graham Elliott

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On testing for unit roots and the initia

✍ David I. Harvey; Stephen J. Leybourne 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 378 KB

Nonparametric tests for unit roots and c

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

Unit root tests with conditional heteros

✍ Kiwhan Kim; Peter Schmidt 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 958 KB

Efficient Wald Tests for Fractional Unit

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

Likelihood Ratio Tests for Seasonal Unit

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

Distribution theory for unit root tests

✍ Byeongseon Seo 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 202 KB