Asymptotic behaviour of tests for a unit root against an explosive alternative

David I. Harvey; Stephen J. Leybourne

Year of publication:	2014
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 \| Einheitswurzeltest \| Unit root test \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Statistische Methodenlehre \| Statistical theory \| Autokorrelation \| Autocorrelation \| Statistischer Test \| Statistical test

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