Power comparison among tests for fractional unit roots
Year of publication: |
2008
|
---|---|
Authors: | Lobato, Ignacio N. ; Velasco, Carlos |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 99.2008, 1, p. 152-154
|
Subject: | Einheitswurzeltest | Unit root test |
-
Relationship between major developed equity markets and major : frontier equity markets of world
Baig, Muhammad Mansoor, (2016)
-
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe, (2015)
-
Relationship between gold and oil prices and stock market returns
Baig, Muhammad Mansoor, (2013)
- More ...
-
Power comparison among tests for fractional unit roots
Lobato, Ignacio N., (2008)
-
A simple and general test for white noise
Velasco, Carlos, (2004)
-
Optimal Fractional Dickey-Fuller tests
Lobato, Ignacio N., (2006)
- More ...