Unit-root tests based on forward and reverse Dickey-Fuller regressions

In this article, we present the command adfmaxur, which computes the Leybourne (1995, Oxford Bulletin of Economics and Statistics 57: 559-571) unit-root statistic for different numbers of observations and the number of lags of the dependent variable in the test regressions. The latter can be either...

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Tipo de recurso:
Fecha de publicación:
2018
Institución:
Universidad del Rosario
Repositorio:
Repositorio EdocUR - U. Rosario
Idioma:
eng
OAI Identifier:
oai:repository.urosario.edu.co:10336/23330
Acceso en línea:
https://repository.urosario.edu.co/handle/10336/23330
Palabra clave:
Adfmaxur
Critical values
Lag length
P-values
St0511
Unit-root test
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License
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repository_id_str
spelling 79242814600cace43ab-67b7-41c4-a43a-0b62de2513d22020-05-26T00:01:12Z2020-05-26T00:01:12Z2018In this article, we present the command adfmaxur, which computes the Leybourne (1995, Oxford Bulletin of Economics and Statistics 57: 559-571) unit-root statistic for different numbers of observations and the number of lags of the dependent variable in the test regressions. The latter can be either specified by the user or endogenously determined. We illustrate the use of adfmaxur with an empirical example. © 2018 StataCorp LLC.application/pdf1536867Xhttps://repository.urosario.edu.co/handle/10336/23330engDPC Nederland28No. 122Stata JournalVol. 18Stata Journal, ISSN:1536867X, Vol.18, No.1 (2018); pp. 22-28https://www.scopus.com/inward/record.uri?eid=2-s2.0-85044791032&partnerID=40&md5=1a55ec7efaab00d4adee5653e52253faAbierto (Texto Completo)http://purl.org/coar/access_right/c_abf2instname:Universidad del Rosarioreponame:Repositorio Institucional EdocURAdfmaxurCritical valuesLag lengthP-valuesSt0511Unit-root testUnit-root tests based on forward and reverse Dickey-Fuller regressionsarticleArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501Otero Cardona, Jesús GilbertoBaum C.F.10336/23330oai:repository.urosario.edu.co:10336/233302022-05-02 07:37:16.879534https://repository.urosario.edu.coRepositorio institucional EdocURedocur@urosario.edu.co
dc.title.spa.fl_str_mv Unit-root tests based on forward and reverse Dickey-Fuller regressions
title Unit-root tests based on forward and reverse Dickey-Fuller regressions
spellingShingle Unit-root tests based on forward and reverse Dickey-Fuller regressions
Adfmaxur
Critical values
Lag length
P-values
St0511
Unit-root test
title_short Unit-root tests based on forward and reverse Dickey-Fuller regressions
title_full Unit-root tests based on forward and reverse Dickey-Fuller regressions
title_fullStr Unit-root tests based on forward and reverse Dickey-Fuller regressions
title_full_unstemmed Unit-root tests based on forward and reverse Dickey-Fuller regressions
title_sort Unit-root tests based on forward and reverse Dickey-Fuller regressions
dc.subject.keyword.spa.fl_str_mv Adfmaxur
Critical values
Lag length
P-values
St0511
Unit-root test
topic Adfmaxur
Critical values
Lag length
P-values
St0511
Unit-root test
description In this article, we present the command adfmaxur, which computes the Leybourne (1995, Oxford Bulletin of Economics and Statistics 57: 559-571) unit-root statistic for different numbers of observations and the number of lags of the dependent variable in the test regressions. The latter can be either specified by the user or endogenously determined. We illustrate the use of adfmaxur with an empirical example. © 2018 StataCorp LLC.
publishDate 2018
dc.date.created.spa.fl_str_mv 2018
dc.date.accessioned.none.fl_str_mv 2020-05-26T00:01:12Z
dc.date.available.none.fl_str_mv 2020-05-26T00:01:12Z
dc.type.eng.fl_str_mv article
dc.type.coarversion.fl_str_mv http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.coar.fl_str_mv http://purl.org/coar/resource_type/c_6501
dc.type.spa.spa.fl_str_mv Artículo
dc.identifier.issn.none.fl_str_mv 1536867X
dc.identifier.uri.none.fl_str_mv https://repository.urosario.edu.co/handle/10336/23330
identifier_str_mv 1536867X
url https://repository.urosario.edu.co/handle/10336/23330
dc.language.iso.spa.fl_str_mv eng
language eng
dc.relation.citationEndPage.none.fl_str_mv 28
dc.relation.citationIssue.none.fl_str_mv No. 1
dc.relation.citationStartPage.none.fl_str_mv 22
dc.relation.citationTitle.none.fl_str_mv Stata Journal
dc.relation.citationVolume.none.fl_str_mv Vol. 18
dc.relation.ispartof.spa.fl_str_mv Stata Journal, ISSN:1536867X, Vol.18, No.1 (2018); pp. 22-28
dc.relation.uri.spa.fl_str_mv https://www.scopus.com/inward/record.uri?eid=2-s2.0-85044791032&partnerID=40&md5=1a55ec7efaab00d4adee5653e52253fa
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.rights.acceso.spa.fl_str_mv Abierto (Texto Completo)
rights_invalid_str_mv Abierto (Texto Completo)
http://purl.org/coar/access_right/c_abf2
dc.format.mimetype.none.fl_str_mv application/pdf
dc.publisher.spa.fl_str_mv DPC Nederland
institution Universidad del Rosario
dc.source.instname.spa.fl_str_mv instname:Universidad del Rosario
dc.source.reponame.spa.fl_str_mv reponame:Repositorio Institucional EdocUR
repository.name.fl_str_mv Repositorio institucional EdocUR
repository.mail.fl_str_mv edocur@urosario.edu.co
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