Jeon, Yongil (contributor); Shields, Michael P. (contributor) - 2008
REFERENCES
Banerjee, A., J. Dolado, J.W. Galbraith, and D.F. Hendry (1993) Co-integration, Error-
correction, and the … 1: Unit Root Tests
(A) ADF test and PP test
Integration ADF test PP test H
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of I(1) Comments
of data … variable
Integration DF-GLS test
Test critical values
H
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of I(1) Comments
of data statistics
1% 5% 10%
AGE …