Published January 1, 2020
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Response surface estimates of the LM unit root tests
Creators
- 1. Pamukkale Univ, Dept Int Trade & Finance, Denizli, Turkey
- 2. Univ Alabama, Dept Econ Finance & Legal Studies, Box 870224, Tuscaloosa, AL 35487 USA
Description
This paper provides the response surface function estimates for the LM unit root tests. They can be used effectively to obtain relevant critical values and p-values of the tests with structural changes up to three breaks, different sample sizes, and different lag orders. (C) 2020 Elsevier B.V. All rights reserved.
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bib-cbb79d9d-4282-484b-864a-332ef63bca68.txt
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