On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (Q3378027)
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scientific article; zbMATH DE number 5016427
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| English | On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study |
scientific article; zbMATH DE number 5016427 |
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On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study (English)
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29 March 2006
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Monte Carlo simulation
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nonlinear dynamic models
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unit-root tests
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0.857236921787262
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0.8395139575004578
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0.8122954964637756
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0.811628520488739
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0.8030110597610474
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