"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...

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Detalles Bibliográficos
Autores Principales: Otero J., Baum C.F.
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: DPC Nederland 2017
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/23329
https://doi.org/10.1177/1536867X1801700413