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unit root test
power envelope
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Nielsen, Morten Ørregaard
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Optimal panel unit root testing with covariates
Juodis, Artūras
;
Westerlund, Joakim
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012166653
Saved in:
2
A powerful tuning parameter free test of the autoregressive unit root hypothesis
Nielsen, Morten
-
2008
nonparametric test is relatively close to the parametric
power
envelope
, particularly in the case with a linear timetrend …
Persistent link: https://www.econbiz.de/10010292072
Saved in:
3
A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
Nielsen, Morten Ørregaard
-
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/10010290321
Saved in:
4
A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic
Nielsen, Morten Ørregaard
-
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/10010290378
Saved in:
5
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:
6
A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis
Nielsen, Morten Ørregaard
-
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:
7
A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic
Nielsen, Morten Ørregaard
-
School of Economics and Management, University of Aarhus
-
2008
nonparametric test is relatively close to the parametric
power
envelope
, particularly in the case with a linear timetrend …
Persistent link: https://www.econbiz.de/10005198866
Saved in:
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