On the power of stationarity tests using optimal bandwidth estimates
Year of publication: |
1996
|
---|---|
Authors: | Lee, Junsoo |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 51.1996, 2, p. 131-137
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Nonrenewable Resource Prices: Deterministic or Stochastic Trends?
list, john, (2005)
-
Finite sample performance of Schmidt-Philips unit root tests
Lee, Junsoo, (1997)
-
Meng, Ming, (2013)
- More ...