Asymptotic behaviour of tests for a unit root against an explosive alternative
Year of publication: |
2014
|
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Authors: | Harvey, David I. ; Leybourne, Stephen James |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 122.2014, 1, p. 64-68
|
Subject: | Unit root testing | Explosive autoregression | Asymptotic power | Initial condition | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory |
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