P-Values for non-standard distributions with an application to the DF test
Open Access
- 1 February 1996
- journal article
- Published by Elsevier in Economics Letters
- Vol. 50 (2) , 155-160
- https://doi.org/10.1016/0165-1765(95)00741-5
Abstract
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This publication has 2 references indexed in Scilit:
- Approximate Asymptotic Distribution Functions for Unit-Root and Cointegration TestsJournal of Business & Economic Statistics, 1994
- Semi-Nonparametric Maximum Likelihood EstimationEconometrica, 1987