Critical values for the augmented efficient Wald test for fractional unit roots
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 37 (2009)
Issue (Month): 3 (December)
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- Peter Sephton, 2008. "Critical values of the augmented fractional Dickey–Fuller test," Empirical Economics, Springer, vol. 35(3), pages 437-450, November.
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we056935, Universidad Carlos III, Departamento de Economía.
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- Juan José Dolado & Jesús Gonzalo & Laura Mayoral, 2006. "Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components," Economics Working Papers we20061221, Universidad Carlos III, Departamento de Economía.
- Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005. "Testing I(1) against I(d) alternatives in the presence of deteministic components," Economics Working Papers 957, Department of Economics and Business, Universitat Pompeu Fabra.
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"A Note on the Selection of Time Series Models,"
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- Mann, Janelle M, 2013. "Is there a Global Relationship Across Crude Oil Benchmarks?," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150368, Agricultural and Applied Economics Association.
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