✦ LIBER ✦

The power of unit root tests against nonlinear local alternatives

✍ Scribed by Matei Demetrescu; Robinson Kruse

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the power of unit root tests against

✍ Uwe Hassler; Jürgen Wolters 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 337 KB

Pure Significance Tests of the Unit Root

✍ ANDREW P. BLAKE; GEORGE KAPETANIOS 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 127 KB

Testing for a unit root with covariates

✍ Ching-Chuan Tsong 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 231 KB

Consistency of the KPSS unit root test a

✍ Hyung S. Lee; Christine Amsler 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 67 KB

Local power functions of tests for doubl

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

Testing the unit root hypothesis against

✍ Robert Sollis 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 313 KB