The impact of the initial condition on covariate augmented unit root tests (Q1695682)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The impact of the initial condition on covariate augmented unit root tests |
scientific article |
Statements
The impact of the initial condition on covariate augmented unit root tests (English)
0 references
7 February 2018
0 references
unit root tests
0 references
stationary covariates
0 references
initial condition uncertainty
0 references
asymptotic power
0 references
0 references