✦ LIBER ✦

On the Power of GLS-Type Unit Root Tests

✍ Scribed by Peter Burridge; A. M. Robert Taylor

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Temporal aggregation and the power of te

✍ R.G. Pierse; A.J. Snell 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 789 KB

The impact of GARCH on asymmetric unit r

✍ Steven Cook 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 141 KB

Phillips-Perron-type unit root tests in

✍ Rothe, Christoph ;Sibbertsen, Philipp 📂 Article 📅 2006 🏛 Springer 🌐 German ⚖ 906 KB

On the Robustness of Unit Root Tests in

✍ NIELS HALDRUP; PETER LILDHOLDT 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 191 KB

Effect of neglected deterministic season

✍ Matei Demetrescu; Uwe Hassler 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 698 KB

A critique of the application of unit ro

✍ John H. Cochrane 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 617 KB