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 either...
| Autores Principales: | , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
DPC Nederland
2018
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23330 |