Do the lag lengths matter in terms of size and power properties of nonlinear unit root tests?
Year of publication: |
2019
|
---|---|
Authors: | Hepsağ, Aycan |
Published in: |
Selected topics in applied econometrics. - Berlin : Peter Lang, ISBN 978-3-631-79568-2. - 2019, p. 148-160
|
Subject: | Nonlinear Unit Root Tests | Monte Carlo Simulation | Size Distortion | Power Reduction | Einheitswurzeltest | Unit root test | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtlineare Regression | Nonlinear regression |
-
Lau, Chi Keung, (2012)
-
Testing nonlinear inflation convergence for the Central African Economic and Monetary Community
Anoruo, Emmanuel, (2014)
-
Non-linearities in the dynamics of oil prices
Kisswani, Khalid M., (2013)
- More ...
-
The contractionary and expansionary effects of devaluation : empirical evidence from Turkey
Yilanci, Veli, (2011)
-
Hepsağ, Aycan, (2021)
-
The contractionary and expansionary effects of devaluation : empirical evidence from Turkey
Yilanci, Veli, (2011)
- More ...