Eklund, Bruno - Economics Institute for Research (SIR), … - 2003
simulations show some size distortions, why a bootstrap method for estimating p-values to the tests are considered. Power … simulations show some gain in power, compared to the common Augmented Dickey-Fuller tests. Finally, the two proposed F type tests … presented, extending earlier work, and two
F type tests are proposed. Small sample simulations show some size distortions,
why a …