Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
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Cited by:
- Harvey, David I. & van Dijk, Dick, 2006. "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2734-2751, June.
- Dietrich, Andreas & Krüger, Jens J., 2010.
"Long-run sectoral development: Time-series evidence for the German economy,"
Structural Change and Economic Dynamics, Elsevier, vol. 21(2), pages 111-122, May.
- Andreas Dietrich & Jens J. Krüger, 2008. "Long-Run Sectoral Development - Time Series Evidence for the German Economy," Jena Economics Research Papers 2008-013, Friedrich-Schiller-University Jena.
- Krüger, Jens & Dietrich, Andreas, 2008. "Long-Run Sectoral Development: Time Series Evidence for the German Economy," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 34398, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Montanes, Antonio & Olloqui, Irene & Calvo, Elena, 2005. "Selection of the break in the Perron-type tests," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 41-64.
- Sebastian Kripfganz & Daniel C. Schneider, 2020.
"Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(6), pages 1456-1481, December.
- Sebastian Kripfganz & Daniel C. Schneider, 2019. "Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models," Discussion Papers 1901, University of Exeter, Department of Economics.
- Gadea, Maria-Dolores & Montanes, Antonio & Reyes, Marcelo, 2004. "The European Union currencies and the US dollar: from post-Bretton-Woods to the Euro," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 1109-1136.
- Nazlioglu, Saban & Lee, Junsoo, 2020. "Response surface estimates of the LM unit root tests," Economics Letters, Elsevier, vol. 192(C).
- Shahbaz, Muhammad & Omay, Tolga & Roubaud, David, 2019. "Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward," MPRA Paper 92176, University Library of Munich, Germany, revised 11 Feb 2019.
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