Response surface estimates of the LM unit root tests

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 192
Issue: C

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:192:y:2020:i:c:s0165176520301099
Journal Field
General
Author Count
2
Added to Database
2026-01-25