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Response surface models for the Leybourne unit root tests and lag order dependence · Study

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ArticleResponse surface models for the Leybourne unit root tests and lag order dependence

Jesús Otero2011

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Articlegreen2011

Response surface models for the Leybourne unit root tests and lag order dependence

Jesús Otero · Jeremy P Smith

17 citations·0/0 files stored·Computational Statistics

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Diverse Scientific and Economic Studies

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References

1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1988Testing for a Unit Root in Time Series Regression 2007A simple panel unit root test in the presence of cross‐section dependence 1996Efficient Tests for an Autoregressive Unit Root 1992Efficient Tests for an Autoregressive Unit Root 1996Numerical distribution functions for unit root and cointegration tests 2010Critical Values for Cointegration Tests 1990Seasonal integration and cointegration

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2020Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models1 2018Unit-root Tests Based on Forward and Reverse Dickey–Fuller Regressions

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2012Finite-sample distribution of the augmented Dickey–Fuller test with lag optimizationarticle · 11 shared references 2007Unit Root Testingchapter · 9 shared references 2020Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models1article · 8 shared references 1994Chapter 46 Unit roots, structural breaks and trendschapter · 8 shared references 1999On the distributions of Augmented Dickey–Fuller statistics in processes with moving average componentsarticle · 8 shared references 1997Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Testarticle · 8 shared references

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Year2011

Typearticle

Published2011-06-23

VenueComputational Statistics

ISSN-L0943-4062

Languageen

Citations17

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s00180-011-0268-y

openalex_workW2015381669

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