DSpace at EWHA: Semiparametric unit root tests based on symmetric estimators

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DC Field	Value	Language
dc.contributor.author	소병수	*
dc.contributor.author	신동완	*
dc.date.accessioned	2018-06-02T08:15:06Z	-
dc.date.available	2018-06-02T08:15:06Z	-
dc.date.issued	1997	*
dc.identifier.issn	0167-7152	*
dc.identifier.other	OAK-17055	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/244391	-
dc.description.abstract	Based on symmetric estimation and the weighted symmetric estimation of Pantula et al. (1994) and Park and Fuller (1995), new semiparametric tests for testing a unit root under the general situation of Phillips (1987) and Phillips and Perron (1988) are developed. A Monte-Carlo simulation shows that the new tests have better power than the semiparametric tests of Phillips (1987) and Phillips and Perron (1988), under first-order moving average errors.	*
dc.language	English	*
dc.title	Semiparametric unit root tests based on symmetric estimators	*
dc.type	Article	*
dc.relation.issue	2	*
dc.relation.volume	33	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	177	*
dc.relation.lastpage	184	*
dc.relation.journaltitle	Statistics and Probability Letters	*
dc.identifier.scopusid	2-s2.0-0031591141	*
dc.author.google	Shin D.W.	*
dc.author.google	Beong-Soo S.	*
dc.contributor.scopusid	소병수(7005199584)	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*