UNIT ROOT TESTS BASED ON INEQUALITYRESTRICTEDESTIMATORS

We consider the possibility of estimating a Dickey-Fuller regression, constraining the autoregressive parameter to be at most one, and imposing prior knowledge of the sign of the drift parameter. ...

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Year of publication:	2000-05-01
Authors:	Kim, Tae-Hwan ; Newbold, Paul
Institutions:	University <Nottingham> / Department of Economics
Subject:	Spieltheorie \| game theory \| Beschränkung \| restriction \| Informationsfilterung \| Modellwahl

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Extent:	809984 bytes 11 p. application/pdf
Series:	The University of Nottingham / Department of Economics - Discussion Papers in Economics Discussion Paper ; No. 01/02
Type of publication:	Book / Working Paper
Language:	English
ISSN:	1360-2438
Classification:	C21 - Cross-Sectional Models; Spatial Models ; C22 - Time-Series Models ; Strategic management ; Market research ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005869059