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

dc.creatorOtero Cardona, Jesús Gilbertospa
dc.creatorBaum C.F.spa
dc.date.accessioned2020-05-26T00:01:12Z
dc.date.available2020-05-26T00:01:12Z
dc.date.created2018spa
dc.description.abstractIn 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.eng
dc.format.mimetypeapplication/pdf
dc.identifier.issn1536867X
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/23330
dc.language.isoengspa
dc.publisherDPC Nederlandspa
dc.relation.citationEndPage28
dc.relation.citationIssueNo. 1
dc.relation.citationStartPage22
dc.relation.citationTitleStata Journal
dc.relation.citationVolumeVol. 18
dc.relation.ispartofStata Journal, ISSN:1536867X, Vol.18, No.1 (2018); pp. 22-28spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85044791032&partnerID=40&md5=1a55ec7efaab00d4adee5653e52253faspa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordAdfmaxurspa
dc.subject.keywordCritical valuesspa
dc.subject.keywordLag lengthspa
dc.subject.keywordP-valuesspa
dc.subject.keywordSt0511spa
dc.subject.keywordUnit-root testspa
dc.titleUnit-root tests based on forward and reverse Dickey-Fuller regressionsspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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