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 for dif...
| Autores Principales: | , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
2012
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23766 https://doi.org/10.1007/s00180-011-0268-y |