A comparison of alternative unit root tests (Q3591967)
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scientific article; zbMATH DE number 5190163
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A comparison of alternative unit root tests |
scientific article; zbMATH DE number 5190163 |
Statements
A comparison of alternative unit root tests (English)
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11 September 2007
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unit root tests
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type I error
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power of the test
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Monte Carlo simulations
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0.8404426574707031
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0.8260443806648254
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0.8260443806648254
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0.8254050612449646
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0.8210136294364929
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