✦ LIBER ✦

RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES

✍ Scribed by Jesus Gonzalo; Tae-Hwy Lee

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

How useful are tests for unit-root in di

✍ Chi-Young Choi; Young-Kyu Moh 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 420 KB

On the Power of GLS-Type Unit Root Tests

✍ Peter Burridge; A. M. Robert Taylor 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 339 KB

Semiparametric Power Envelopes for Tests

✍ Michael Jansson 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 452 KB

Temporal aggregation and the power of te

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

PRACTITIONERS CORNER: A Note on the Empi

✍ Michael K. Pippenger; Gregory E. Goering 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 99 KB

Sampling frequency and the power of test

✍ In Choi; Bhum Suk Chung 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 320 KB