Testing unit root based on partially adaptive estimation

Lima, Luis Renato; Xiao, Zhijie

Testing unit root based on partially adaptive estimation

Lima, Luiz Renato, and Zhijie Xiao. “Testing unit root based on partially adaptive estimation”. Journal of Time Series Econometrics, 2010. doi:10.2202/1941-1928.1038.

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Title: Testing unit root based on partially adaptive estimation
Author: Lima, Luis Renato
Xiao, Zhijie
School: Arts and Sciences
Discipline: Economics
Genre: article
Date Issued: 2010
Host Title: Journal of Time Series Econometrics
Volume: 2
Number: 1
Pages: 34 p.
Version Identification: Version of record.
Persistent Link: http://hdl.handle.net/2345/2489
Use Restrictions: These materials are made available for use in research, teaching and private study, pursuant to U.S. Copyright Law. The user must assume full responsibility for any use of the materials, including but not limited to, infringement of copyright and publication rights of reproduced materials. Any materials used for academic research or otherwise should be fully credited with the source. The publisher or original authors may retain copyright to the materials.

Testing unit root based on partially adaptive estimation

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