• Title of article

    A Lagrange multiplier stationarity test using covariates

  • Author/Authors

    Ted Juhl، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    6
  • From page
    321
  • To page
    326
  • Abstract
    A stationarity test based on the Lagrange multiplier using covariates is proposed. The tests are shown to have more power than standard Lagrange multiplier tests if the covariates are highly correlated with the stationary part of the data.
  • Keywords
    Unit roots , Covariates , Stationarity
  • Journal title
    Economics Letters
  • Serial Year
    2004
  • Journal title
    Economics Letters
  • Record number

    435552

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=435552