The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions
Year of publication: |
2007
|
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Authors: | Wan, Alan T. K. ; Zou, Guohua ; Banerjee, Anurag Narayan |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 94.2007, 2, p. 213-219
|
Subject: | Autokorrelation | Autocorrelation | Einheitswurzeltest | Unit root test | Theorie | Theory |
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