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No posts with label code. Show all posts
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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 This method has been applied in three known published papers. They're all published between 2020 and 2021 and this is sugge...