Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (Q4887199)
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scientific article; zbMATH DE number 912479
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| English | Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties |
scientific article; zbMATH DE number 912479 |
Statements
Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (English)
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7 November 1996
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unit root tests
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Phillips-Perron tests
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autoregressive spectral density estimator
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local asymptotic power
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0.8308857679367065
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0.8194442391395569
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0.8163626790046692
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0.8133714199066162
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0.8132731914520264
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