The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions

✍ Scribed by Alan T.K. Wan; Guohua Zou; Anurag Banerjee

• Book ID: 116421484
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 153 KB
• Volume: 94
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2006.06.032