The impact of the initial condition on covariate augmented unit root tests (Q1695682)
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scientific article; zbMATH DE number 6835927
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| English | The impact of the initial condition on covariate augmented unit root tests |
scientific article; zbMATH DE number 6835927 |
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The impact of the initial condition on covariate augmented unit root tests (English)
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7 February 2018
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unit root tests
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stationary covariates
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initial condition uncertainty
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asymptotic power
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0.8559592962265015
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0.8549845218658447
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0.8527287840843201
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0.8428428173065186
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0.8244411945343018
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