Examination of Some More Powerful Modifications of the Dickey–Fuller Test
By S. Leybourne, Tae-Hwan Kim, P. Newbold. 2005
100 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/d17f6489fd6073119c046a356e3374255d93963b
How researchers see this paper
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In Economics and Econometrics
- Ilhan Ozturk
- Muhammad Shahbaz
- Ali Acaravci
- Christoph Hanck
- Matei Demetrescu
- Sakiru Adebola Solarin
- Usama Al-mulali
- Mantu Kumar Mahalik
Citations in the corpus
- The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2013, result): “Leybourne et al. (2005) have recently noted that ADF-WS has good size and power properties compared to other tests.”
- UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (2008, unknown): “1682 c© 2009 Cambridge University Press 0266-4666/09 $15.00 correct limit theory in testing (see, for instance, Kim, Leybourne, and Newbold, 2004) and suggesting modifications where these might be useful in practical work (e.g., Leybourne, Kim, and Newbold, 2005).”
- Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator (2012, background): “1 Using recursive adjustment is an advantage rather than a drawback: recursive removal of deterministic components has been proven to be power-effective when testing for unit roots (Leybourne et al., 2005).”
- Electricity consumption and real GDP causality nexus: Evidence from ARDL bounds testing approach for 11 MENA countries (2011, result): “[13] have also recently noted that weighted symmetric Augmented Dickey-Fuller test (ADF-WS) has good size and power properties when it is compared with the other tests.”