Unit Root CADF Testing with R
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DOI: http://hdl.handle.net/10.18637/jss.v032.i02
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References listed on IDEAS
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- Mauro Costantini & Claudio Lupi, 2013.
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Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 276-296, April.
- Costantini, Mauro & Lupi, Claudio, 2011. "A Simple Panel-CADF Test for Unit Roots," Economics Series 261, Institute for Advanced Studies.
- Costantini, Mauro & Lupi, Claudio, 2011. "A Simple Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers esdp11062, University of Molise, Department of Economics.
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- Bruce E. Hansen & Jeffrey S. Racine, 2018. "Bootstrap Model Averaging Unit Root Inference," Department of Economics Working Papers 2018-09, McMaster University.
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