A comparison of alternative unit root tests
Year of publication: |
2005
|
---|---|
Authors: | Halkos, George ; Kevork, Ilias |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 32.2005, 1, p. 45-60
|
Publisher: |
Taylor & Francis Journals |
Subject: | Unit root tests | type I error | power of the test | Monte Carlo simulations |
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