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ADF and DF-GLS ADF test alternative approach cointegration countries current float Daniel Friedman DF-GLS test DF-GLST DF-WS test dominant AR roots double asterisk efficient tests efficient unit-root test error term finite sample critical Fisher and Park float period forecasting FR/GE FR/JP FR/UK Froot and Rogoff GE/US No trend historical periods Hutchison JP/GE JP/US June K.C. Fung Kletzer long-run PPP long-sample Lothian and Taylor mean absolute error mean-shift Menzie David Chinn modern float modified Dickey-Fuller test Nirvikar Singh null hypothesis panel studies panel test Pantula Papell Park and Fuller post-Bretton Woods period PPP deviations purchasing power parity rates and prices real exchange rates recent float data reversion in real sample critical values September 1997 serial correlation series of real significance is indicated spot exchange rate stationarity statistical power studies of PPP support for long-run test power trend are reported trend-break hypothesis trend-shift sequential test UK/JP UK/US unit-root hypothesis Yin-Wong Cheung Kon