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Wright, Jonathan - In: Econometric Theory 12 (1996) 03, pp. 585-586

Persistent link: https://www.econbiz.de/10005250180

Near Observational Equivalence and Theoretical size Problems with Unit Root Tests

Faust, Jon - In: Econometric Theory 12 (1996) 04, pp. 724-731

Said and Dickey (1984, <italic>Biometrika</italic> 71, 599–608) and Phillips and Perron (1988, <italic>Biometrika</italic> 75, 335–346) have derived unit root tests that have asymptotic distributions free of nuisance parameters under very general maintained models. Under models as general as those assumed by these authors,...

Persistent link: https://www.econbiz.de/10005411748

THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION

Wright, Jonathan H. - In: Econometric Theory 15 (1999) 05, pp. 704-709

Persistent link: https://www.econbiz.de/10005104590

DETECTING LACK OF IDENTIFICATION IN GMM

Wright, Jonathan H. - In: Econometric Theory 19 (2003) 02, pp. 322-330

Persistent link: https://www.econbiz.de/10005104715