Response surface models for the Leybourne unit root tests and lag order dependence

"This paper calculates response surface models for a large range of quantiles of the Leybourne (Oxf Bull Econ Stat 57:559-571, 1995) test for the null hypothesis of a unit root against the alternative of (trend) stationarity. The response surface models allow the estimation of critical values f...

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Detalles Bibliográficos
Autores Principales: "Otero, Jesús, Smith, Jeremy"
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: 2012
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/23766
https://doi.org/10.1007/s00180-011-0268-y