Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models1
Author:
Affiliation:
1. Department of Economics University of Exeter Business School Streatham Court, Rennes Drive Exeter DevonEX4 4PUUK
2. Max Planck Institute for Demographic Research Konrad‐Zuse‐Straße 1 Rostock Mecklenburg‐Vorpommern18057Germany
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/obes.12377
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1. The Limiting Distribution of the t Ratio Under a Unit Root
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4. A Sieve Bootstrap For The Test Of A Unit Root
5. Lag Order and Critical Values of the Augmented Dickey-Fuller Test
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