Response surface models for the Leybourne unit root tests and lag order dependence
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Publication:2512742
DOI10.1007/s00180-011-0268-yzbMath1304.65059OpenAlexW2015381669WikidataQ59200868 ScholiaQ59200868MaRDI QIDQ2512742
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
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
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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