Covariate unit root tests with good size and power
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Publication:1927093
DOI10.1016/j.csda.2011.05.019zbMath1255.62247MaRDI QIDQ1927093
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://sites.ualberta.ca/~econwps/2011/wp2011-04.pdf
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
65C05: Monte Carlo methods
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