Response surface models for the Elliott, Rothenberg, and stock unit-root test
In this article, we present response surface coefficients for a large range of quantiles of the Elliott, Rothenberg, and Stock (1996, Econometrica 64: 813- 836) unit-root tests, for different combinations of number of observations, T, and lag order in the test regressions, p, where the latter can ei...
| Autores Principales: | , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
DPC Nederland
2017
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23329 https://doi.org/10.1177/1536867X1801700413 |