On the finite-sample power of modified Dickey-Fuller tests : the role of the initial condition
Year of publication: |
2004
|
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Other Persons: | Cook, Steven (contributor) |
Published in: |
Economics bulletin : EB. - Champaign-Urbana, Ill. : Univ. of Illinois, ISSN 1545-2921, ZDB-ID 2041623-4. - 2004
|
Subject: | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation |
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