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

DOI10.1007/s00180-011-0268-yzbMath1304.65059OpenAlexW2015381669WikidataQ59200868 ScholiaQ59200868MaRDI QIDQ2512742

Jeremy Smith, Jesus Otero

Publication date: 30 January 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-011-0268-y

zbMATH Keywords

Monte Carlocritical values\(p\)-valueslag length

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (2)

Testing for stationarity with covariates: more powerful tests with non-normal errors ⋮ Response surface estimates of the LM unit root tests

Uses Software

• Excel

Cites Work

• Seasonal integration and cointegration
• Sample size, lag order and critical values of seasonal unit root tests
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Testing for a unit root in time series regression
• Seasonal Unit Root Tests Based on Forward and Reverse Estimation
• Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
• ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
• Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
• Efficient Tests for an Autoregressive Unit Root
• Examination of Some More Powerful Modifications of the Dickey–Fuller Test

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