On the behaviour of Phillips-Perron tests in the presence of persistent cycles
Year of publication: |
2015
|
---|---|
Authors: | Barrio Castro, Tomás del ; Rodrigues, Paulo M. M. ; Taylor, Robert |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 77.2015, 4, p. 495-511
|
Subject: | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation |
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