Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis (Q3535759)

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Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
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    title
    Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis (English)
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    DOI
    10.3982/ECTA6113
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    author
    Michael Jansson
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    published in
    Econometrica
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    publication date
    14 November 2008
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    zbMATH DE Number
    5366145
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    zbMATH Keywords
    unit root testing
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    semiparametric efficiency
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