| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154653 | Statistics & Probability Letters | 2008 | 5 Pages |
Abstract
This paper introduces an efficient version of the Dickey-Fuller unit root test, which is based on BLUS residuals. Simulated critical values are provided, along with power simulation and an empirical example.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Dimitrios V. Vougas,