Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models

Sebastian Kripfganz and Daniel C. Schneider

Year of publication:	[2019]
Authors:	Kripfganz, Sebastian ; Schneider, Daniel
Publisher:	Exeter : University of Exeter, Department of Economics
Subject:	Bounds test \| Cointegration \| Error correction model \| Generalized Dickey-Fuller regression \| Level relationship \| Unit roots \| Kointegration \| Schätztheorie \| Estimation theory \| Regressionsanalyse \| Regression analysis \| Zeitreihenanalyse \| Time series analysis \| Einheitswurzeltest \| Unit root test

freely available

Full text |

More access options

people.exeter.ac.uk

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011978852

A service of the