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KCI 등재 SCOPUS
An Alternative Unit Root Test Statistic Based on Least Squares Estimator
( Key Il Shin )
UCI I410-ECN-0102-2009-310-004374397
* 발행 기관의 요청으로 이용이 불가한 자료입니다.

Efforts to obtain more power for unit root tests have continued. Pantula at el.(1994) compared empirical powers of several unit root test statistics and addressed that the weighted symmetric estimator(WSE) and the unconditional maximum likelihood estimator(UMLE) are the best among them. One can easily see that the powers of these two statistics are almost the same. In this paper we explain a connection between WSE and UMLE and suggest a unit root test statistic which may explain the connection between them.

[자료제공 : 네이버학술정보]
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