Detail Unit Root Tests Based on Instrumental Variables Estimation   Oleh:  Junsoo, Lee ; Schmidt, Peter Jenis: Article from Bulletin/Magazine Dalam koleksi: INTERNATIONAL ECONOMIC REVIEW vol. 35 no. 2 (1994), page 449-462. Topik: unit root; unit roots tests; instrumental variables; estimation Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: II49 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Isi artikel This paper develops new tests of the unit root hypothesis, based on instrumental variables estimation. The tests are asymptotically valid in the presence of moving average errors, and they are quite accurate in finite samples. They are more powerful against stationary alternatives than other tests that are equally accurate under the null. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Kembali

Copyright © 2006, 2007 Unika Atma Jaya, all rights reserved