✦ LIBER ✦

The ADF–KPSS test of the joint confirmation hypothesis of unit autoregressive root

✍ Scribed by Piotr Kębłowski; Aleksander Welfe

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

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Consistency of the KPSS unit root test a

✍ Hyung S. Lee; Christine Amsler 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 67 KB

ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT

✍ Chang, Yoosoon; Park, Joon Y. 📂 Article 📅 2002 🏛 Taylor and Francis Group 🌐 English ⚖ 186 KB

Bartlett Correction of the Unit Root Tes

✍ B. Nielsen 📂 Article 📅 1997 🏛 Oxford University Press 🌐 English ⚖ 403 KB

Multivariate unit root tests of the PPP

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