Assessing and improving the performance of nearly efficient unit root tests in small samples
Year of publication: |
2009
|
---|---|
Authors: | Broda, Simon ; Carstensen, Kai ; Paolella, Marc S. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 5, p. 468-494
|
Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Stichprobenerhebung | Sampling |
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