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Finite-sample critical value
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Monte Carlo
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Response surface
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Sephton, Peter
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Empirical Economics
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Critical values for the augmented efficient Wald test for fractional unit roots
Sephton, Peter
- In:
Empirical Economics
37
(
2009
)
3
,
pp. 615-626
Persistent link: https://www.econbiz.de/10008467037
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2
Critical values of the augmented fractional Dickey–Fuller test
Sephton, Peter
- In:
Empirical Economics
35
(
2008
)
3
,
pp. 437-450
Persistent link: https://www.econbiz.de/10005166619
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