Testing Unit Root Based on Partially Adaptive Estimation
نویسندگان
چکیده
منابع مشابه
On Testing for Randomized Unit Root and Seasonal Unit Root
A lot of time series analysis in economics and nance is to determine whether a unit root and/or seasonal unit root is present in the data. These tests are usually based on unit root tests orginally developed by Dickey & Fuller(1981). Testing for the presence of a seasonal root has been considered by Dickey, Hasza & Fuller (1984). Li(1991) considered tests for the existence of a seasonal and a r...
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ژورنال
عنوان ژورنال: Journal of Time Series Econometrics
سال: 2010
ISSN: 1941-1928
DOI: 10.2202/1941-1928.1038