A unit root test based on the modified least squares estimator
A unit root test based on the modified least squares (MLS) estimator for first-order autoregressive process is proposed and compared with unit root tests based on the ordinary least squares (OLS), the weighted symmetric (WS) and the modified weighted symmetric (MWS) estimators. The percentiles of th...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Kebangsaan Malaysia
2014
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| Online Access: | http://journalarticle.ukm.my/7826/1/20_Wararit.pdf http://journalarticle.ukm.my/7826/ http://www.ukm.my/jsm/ |
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| Institution: | Universiti Kebangsaan Malaysia |
| Language: | English |
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