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The Power of Modified Instrumental Variables Tests for Unit Roots

✍ Scribed by Hongyi Li

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Local power functions of tests for doubl

✍ Niels Haldrup; Peter Lildholdt 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 221 KB

Performance of nonlinear instrumental va

✍ Hyejin Lee; Ming Meng; Junsoo Lee 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 186 KB

Power of Tests for Unit Roots in the Pre

✍ Bent Nielsen 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 760 KB

Semiparametric Power Envelopes for Tests

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

Power of the Lagrange multiplier test fo

✍ Ritva Luukkonen; Pentti Saikkonen 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 528 KB

ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT

✍ Chang, Yoosoon; Park, Joon Y. 📂 Article 📅 2002 🏛 Taylor and Francis Group 🌐 English ⚖ 186 KB