Unit root test with partial information on the break date
Introduction Partial information on the location of break date can help improve the power of the test for unit root under break. It is this ...
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Introduction Nonlinearity is everywhere. To model it, analysts have conjectured in their wildest imagination all manners of techniques. Quan...
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Introduction The Augmented ARDL is an approach designed to respond to the question of whether or not the dependent variable should be either...
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Introduction Let's quickly wrap our heads around the idea of bootstrap ARDL by first looking at the concept of weak exogeneity. The idea...
