In this paper we extend the large-sample results provided for the augmented Dickey—Fuller test by Said and Dickey (1984, Biometrika 71, 599—607) and Chang and Park (2002, Econometric Reviews 21, ...
This past reading period, I was slightly surprised to find that the material that was the most challenging was the easiest to study. My econometrics exam came and went with the rest of finals, but the ...
This comment reexamines the time series properties of the net discount ratio over the period 1964 through 1989. Using the standard augmented Dickey-Fuller tests, we fail to reject the null hypothesis ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback