A note on the power of least squares tests for a unit root
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Cites work
- scientific article; zbMATH DE number 3550005 (Why is no real title available?)
- Asymptotic Normality, When Regressors Have a Unit Root
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- On the Theory of Testing for Unit Roots in Observed Time Series
- Testing for a unit root in time series regression
Cited in
(13)- Near-integration and deterministic trends
- Power of a Unit-Root Test and the Initial Condition
- Mirror image distributions and the Dickey-Fuller regression with a maintained trend
- Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification
- Unit root tests in the presence of uncertainty about the non-stochastic trend
- Unit root testing
- Adjusted estimates and Wald statistics for the AR(1) model with constant
- Unit root test combination via random forests
- Some properties of exact tests for unit roots
- scientific article; zbMATH DE number 1747148 (Why is no real title available?)
- Temporal aggregation and the power of tests for a unit root
- scientific article; zbMATH DE number 6424126 (Why is no real title available?)
- The power of unit root tests against nonlinear local alternatives
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