Do the lag lengths matter in terms of size and power properties of nonlinear unit root tests?
Aycan Hepsağ
| Year of publication: |
2019
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|---|---|
| Authors: | Hepsağ, Aycan |
| Published in: |
Selected topics in applied econometrics. - Berlin : Peter Lang, ISBN 978-3-631-79568-2. - 2019, p. 148-160
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| Subject: | Nonlinear Unit Root Tests | Monte Carlo Simulation | Size Distortion | Power Reduction | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012286978