estfun.mlm

bread.mlm

<p>Internal functions to compute the HAC estimator.</p>

 internal

CADFtest-internal

Hansen's (1995) Covariate-Augmented
Dickey-Fuller (CADF) test. The only required argument is y, the
Tx1 time series to be tested. If no stationary covariate X is
passed to the procedure, then an ordinary ADF test is
performed. The p-values of the test are computed using the
procedure illustrated in Lupi (2009).

Claudio Lupi

CADFtest

A Package to Perform Covariate Augmented Dickey-Fuller Unit Root
Tests

CADFtest-internal function

Internal CADF test functions — CADFtest-internal

Internal CADF test functions

CADFtest-internal: Internal CADF test functions

Description

Arguments

Details