Response surface models for OLS and GLS detrending-based unit-root tests in nonlinear estar models
In this article, we calculate response surface models for a large range of quantiles of the Kapetanios, Shin, and Snell (2003, Journal of Econometrics 112: 359–379) and Kapetanios and Shin (2008, Economics Letters 100: 377–380) tests for the null hypothesis of a unit root against the alternative—tha...
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2017
- Institución:
- Universidad del Rosario
- Repositorio:
- Repositorio EdocUR - U. Rosario
- Idioma:
- eng
- OAI Identifier:
- oai:repository.urosario.edu.co:10336/24989
- Acceso en línea:
- https://repository.urosario.edu.co/handle/10336/24989
- Palabra clave:
- Critical values
Kssur
Ksur
Lag length
Monte carlo
Nonlinear ESTAR models
P-values
Response surface
St0493
Unit-root test
- Rights
- License
- Bloqueado (Texto referencial)