A FIXED-<i>b</i> PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS (Q2845024)
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English | A FIXED-<i>b</i> PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS |
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A FIXED-<i>b</i> PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS (English)
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22 August 2013
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fixed-\(b\) asymptotic theory
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nonparametric Phillips-Perron unit root tests
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deterministic trends
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finite-sample simulation study
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