P-Values for non-standard distributions with an application to the DF test

DOI10.1016/0165-1765(95)00741-5zbMath0875.62596OpenAlexW2034529161MaRDI QIDQ1351713

Jerome Adda, Jesús Gonzalo

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/751

zbMATH Keywords

Unit rootsP-valuesDF TestsNon-standard distributionsSNP approximations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Semi-Nonparametric Maximum Likelihood Estimation
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root

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