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...

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Detalles Bibliográficos
Autores Principales: Otero, Jesus, Baum C.F.
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: DPC Nederland 2017
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