✦ LIBER ✦

UNIT ROOT TESTS WITH WAVELETS

✍ Scribed by Fan, Yanqin; Gençay, Ramazan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Unit root tests with conditional heteros

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

Bootstrap Unit Root Tests

✍ Joon Y. Park 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 349 KB

LM threshold unit root tests

✍ Junsoo Lee; Mark C. Strazicich; Byung Chul Yu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 167 KB

Bootstrap M Unit Root Tests

✍ Cavaliere, Giuseppe; Robert Taylor, A. M. 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 209 KB

Panel LM Unit-root Tests with Level Shif

✍ Kyung-So Im; Junsoo Lee; Margie Tieslau 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 188 KB

Unit root tests for time series with out

✍ Dong Wan Shin; Sahadeb Sarkar; Jong Hyup Lee 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 546 KB