Title of article
P-Values for non-standard distributions with an application to the DF test
Author/Authors
Adda، نويسنده , , Jerome; Gonzalo، نويسنده , , Jes?s ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
6
From page
155
To page
160
Abstract
The literature on unit roots and structural breaks has produced numerous tests that follow non-standard asymptotic distributions. By fitting a semi-non-parametric model to these distributions, this paper proposes a new simple way to calculate the p-values.
Keywords
DF Tests , Non-standard distributions , P-:values , Unit roots , SNP approximations
Journal title
Economics Letters
Serial Year
1996
Journal title
Economics Letters
Record number
434045
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