A new estimator for the unit root

ISSN： 0094-9655

Source： Journal of Statistical Computation and Simulation, Vol.78, Iss.6, 2008-01, pp. : 515-526

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A Multivariate Unit Root Test Based on the Modified Weighted Symmetric Estimator for VAR( p )

By Key-Il Shin

Journal of Applied Statistics, Vol. 31, Iss. 5, 2004-06 ,pp. : 587-596

Taylor & Francis Ltd

Access to resources Recommend Favorite

New innovational outlier unit root test with a break at an unknown time

By Popp Stephan

Journal of Statistical Computation and Simulation, Vol. 78, Iss. 12, 2008-01 ,pp. : 1143-1159

Taylor & Francis Ltd

Access to resources Recommend Favorite

Unit root testing

By Wolters Jürgen

Allgemeines Statistisches Archiv, Vol. 90, Iss. 1, 2006-03 ,pp. : 43-58

Springer Publishing Company

Access to resources Recommend Favorite

Reconsidering LM unit root testing

By Dimitrios Vougas

Journal of Applied Statistics, Vol. 30, Iss. 7, 2003-08 ,pp. : 727-741

Taylor & Francis Ltd

Access to resources Recommend Favorite

A comparison of alternative unit root tests

By George Halkos Ilias Kevork

Journal of Applied Statistics, Vol. 32, Iss. 1, 2005-01 ,pp. : 45-60

Taylor & Francis Ltd

Access to resources Recommend Favorite