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~institution:"Economics Department, Queen's University"
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GLS detrending
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fractional integration
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power envelope
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Nielsen, Morten Ørregaard
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Economics Department, Queen's University
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A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis
Nielsen, Morten Ørregaard
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Economics Department, Queen's University
-
2008
nonparametric test is relatively close to the parametric power
envelope
, particularly in the case with a linear time trend …
Persistent link: https://www.econbiz.de/10005653056
Saved in:
2
A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic
Nielsen, Morten Ørregaard
-
Economics Department, Queen's University
-
2008
relatively close to the parametric power
envelope
, particularly in the case with a linear time-trend. Furthermore, GLS detrending …
Persistent link: https://www.econbiz.de/10005688554
Saved in:
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