Response surface models for the Leybourne unit root tests and lag order dependence
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00180-011-0268-y.pdf
Reference20 articles.
1. Cheung Y-W, Lai KS (1995) Lag order and critical values of the augmented Dickey-Fuller test. J Bus Econ Stat 13: 277–280
2. Cheung Y-W, Lai KS (1995) Lag order and critical values of a modified Dickey and Fuller test. Oxf Bull Econ Stat 57: 411–419
3. DeJong DN, Nankervis JC, Savin NE, Whiteman CH (1992) The power problems of unit root tests in time series with autoregressive errors. J Econom 53: 323–343
4. Dickey DA, Fuller WA (1979) Distribution of the estimators for autoregressive time series with a unit root. J Am Stat Assoc 74: 427–431
5. Elliot G, Rothenberg TJ, Stock JH (1996) Efficient tests for an autoregressive unit root. Econometrica 64: 813–836
Cited by 16 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Bitcoin and money supply relationship: An analysis of selected country economies;Quantitative Finance and Economics;2023
2. Declining integration in the US natural gas market;Resources Policy;2022-09
3. Cointegration between the structure of copper futures prices and Brexit;Resources Policy;2021-06
4. Testing for stationarity with covariates: more powerful tests with non-normal errors;Studies in Nonlinear Dynamics & Econometrics;2021-03-29
5. Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models1;Oxford Bulletin of Economics and Statistics;2020-07-09
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3