Haldrup, Niels; Jansson, Michael - School of Economics and Management, University of Aarhus - 2005
of covariates.
JELCoscdscescssc: C12, C22
Kescysc Woscrscdscssc: Unit roots, optimal tests, power envelope.
1 …. Insctscrscoscdscusccsctsciscoscnsc
The past couple of decades has witnessed a veritable explosion of research on the
importance of unit roots in the … (1987) has stressed the significance of unit roots and
the importance of making valid statistical inference in the presence …