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Details for article 129 of 194 found articles
| Title: |
Power comparison of invariant unit root tests |
| Author: |
Vougas, Dimitrios V. |
| Appeared in: |
Applied economics letters |
| Paging: | Volume 15 (2008) nr. 7 pages 509-512 |
| Year: |
2008-06 |
| Contents: |
In the context of a model with linear trend plus AR(1) error, this paper studies power of various unit root tests, under proper stationarity alternatives. A large number of invariant tests is examined to compare their power properties. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 129 of 194 found articles
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