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: | Otero, Jesus, Baum C.F. |
---|---|
Formato: | Artículo (Article) |
Lenguaje: | Inglés (English) |
Publicado: |
DPC Nederland
2018
|
Materias: | |
Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23330 |
Ejemplares similares
-
Response surface models for the Elliott, Rothenberg, and stock unit-root test
por: Otero, Jesus, et al.
Publicado: (2017) -
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear estar models
por: Otero, Jesus, et al.
Publicado: (2017) -
Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear estar models
por: Otero, Jesus, et al.
Publicado: (2017) -
Response surface models for the Leybourne unit root tests and lag order dependence
por: Otero, Jesus, et al.
Publicado: (2012) -
Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots
por: Otero, Jesus, et al.
Publicado: (2013)