Back to Search
Start Over
Weighted symmetric tests for a unit root: response functions, power, test dependence and test conflict
- Source :
- Applied Economics. May 10, 2003, Vol. 35 Issue 7, p779, 12 p.
- Publication Year :
- 2003
-
Abstract
- The most frequently applied test statistics for a unit root are the Dickey-Fuller [tau] tests, which are built into many econometric packages along with MacKinnon's empirical response functions. This article [...]
- Subjects :
- Economic research
Business
Business, general
Economics
Subjects
Details
- Language :
- English
- ISSN :
- 00036846
- Volume :
- 35
- Issue :
- 7
- Database :
- Gale General OneFile
- Journal :
- Applied Economics
- Publication Type :
- Periodical
- Accession number :
- edsgcl.102657826