Unit-root tests based on forward and reverse Dickey-Fuller regressions

"In this article, we present the command adfmaxur, which computes the Leybourne (1995, Oxford Bulletin of Economics and Statistics 57: 559-571) unit-root statistic for different numbers of observations and the number of lags of the dependent variable in the test regressions. The latter can be e...

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Detalles Bibliográficos
Autores Principales: Otero, Jesus, Baum C.F.
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: DPC Nederland 2018
Acceso en línea:https://repository.urosario.edu.co/handle/10336/23330