Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks

Author:

Carrion i Silvestre Josep Lluı́s,Sansó i Rosselló Andreu,Artı́s Ortuño Manuel

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference11 articles.

1. Finite-sample sizes of Johansen’s likelihood ratio test for cointegration;Cheug;Oxford Bulletin of Economics and Statistics,1993

2. Lag order and critical values of the augmented Dickey-Fuller test;Cheug;Journal of Business and Economic Statistics,1995

3. Searching for a break in GNP;Christiano;Journal of Business and Economic Statistics,1992

4. Test for cointegration in models with regime and trend shifts;Gregory;Oxford Bulletin of Economics and Statistics,1996

5. Critical values for cointegration tests;MacKinnon,1991

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2. Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models1;Oxford Bulletin of Economics and Statistics;2020-07-09

3. Response surface estimates of the LM unit root tests;Economics Letters;2020-07

4. Long-run sectoral development;Structural Change and Economic Dynamics;2010-05

5. New innovational outlier unit root test with a break at an unknown time;Journal of Statistical Computation and Simulation;2008-12

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