The finite-sample performance of robust unit root tests
| Year of publication: |
2003
|
|---|---|
| Authors: | Carstensen, Kai |
| Published in: |
Statistical Papers. - Springer. - Vol. 44.2003, 4, p. 469-482
|
| Publisher: |
Springer |
| Subject: | Simulation study | Nonnormality | Power comparison |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008533890