On the Size Properties of Phillips-Perron Tests (Q4258765)
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scientific article; zbMATH DE number 1336688
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| English | On the Size Properties of Phillips-Perron Tests |
scientific article; zbMATH DE number 1336688 |
Statements
On the Size Properties of Phillips-Perron Tests (English)
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14 September 1999
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unit root tests
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Phillips-Perron test
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asymptotic levels
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simulations
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accuracy of nominal size
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0.781516432762146
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0.7720481753349304
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0.7615634202957153
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0.7499781250953674
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