Response surface estimates of the LM unit root tests
Author:
Funder
The Scientific and Technological Research Council of Turkey
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference19 articles.
1. An LM test for a unit root in the presence of a structural change;Amsler;Econometric Theory,1995
2. Response surface estimates for the Dickey–Fuller unit root test with structural breaks;Carrion-i-Silvestre;Econom. Lett.,1999
3. Lag order and critical values of the augmented Dickey–Fuller test;Cheung;J. Bus. Econom. Statist.,1995
4. Lag order and critical values of a modified Dickey–Fuller test;Cheung;Oxf. Bull. Econ. Stat.,1995
5. Distribution of the estimators for autoregressive time series with a unit root;Dickey;J. Amer. Statist. Assoc.,1979
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