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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Centre for Quantitative Economics & Computing"
~person:"Burke, Simon P."
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Search: subject:"Dickey-Fuller test"
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Burke, Simon P.
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Confirmatory data analysis : the joint application of stationarity and unit root tests
Burke, Simon P.
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1994
Persistent link: https://www.econbiz.de/10000891381
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An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P.
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1993
Persistent link: https://www.econbiz.de/10000877388
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3
A taxonomy of certain unit root tests
Burke, Simon P.
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1993
Persistent link: https://www.econbiz.de/10000868756
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4
Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P.
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1993
Persistent link: https://www.econbiz.de/10000868853
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Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P.
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1993
Persistent link: https://www.econbiz.de/10000869171
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