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https://hdl.handle.net/11499/37091| Title: | Response surface estimates of the LM unit root tests | Authors: | Nazlıoğlu, Şaban Lee, J. |
Keywords: | Finite samples Lag order Response surfaces Structural break Unit root tests |
Publisher: | Elsevier B.V. | Abstract: | This paper provides the response surface function estimates for the LM unit root tests. They can be used effectively to obtain relevant critical values and p-values of the tests with structural changes up to three breaks, different sample sizes, and different lag orders. © 2020 | URI: | https://hdl.handle.net/11499/37091 https://doi.org/10.1016/j.econlet.2020.109136 |
ISSN: | 0165-1765 |
| Appears in Collections: | İktisadi ve İdari Bilimler Fakültesi Koleksiyonu Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection |
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