Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis (Q3535759)
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scientific article; zbMATH DE number 5366145
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| English | Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis |
scientific article; zbMATH DE number 5366145 |
Statements
Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis (English)
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14 November 2008
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unit root testing
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semiparametric efficiency
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0.87668776512146
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0.8123100996017456
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0.8123100996017456
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0.8086867928504944
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0.8024529814720154
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