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 This method has been applied in three known published papers. They're all published between 2020 and 2021 and this is sugge...
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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...
