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On unit root formulas for toric exponential sums
Exponential sum A-hypergeometric function
2011/1/19
Starting from a classical generating series for Bessel functions due to Schl¨omilch[4], we use Dwork’s relative dual theory to broadly generalize unit-root results of Dwork[3] on Kloosterman sums and ...
On Perron's unit root tests in the presence of an innovation variance break
Unit Root Trend Break Innovation Break Break Date
2010/9/14
The unit root tests of Perron (1989, Econometrica) were designed to have power against the stationary alternative characterized by a break in the trend function. We show that all versions of Perron’s ...