Alternative methods of detrending and the power of unit root tests

被引：0

|

作者：

Hwang, Jaeyoun

Schmidt, Peter

机构：

[1] SSangYong Cement Industrial Company, Seoul, Korea, Republic of

[2] Department of Economics, Michigan State University, East Lansing, MI 48824, United States

来源：

Journal of Econometrics | / 71卷 / 1-2期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

14

引用

收藏

页码：227 / 248

相关论文

共 50 条

[21] Power functions and envelopes for unit root tests
Juhl, T
Xiao, ZJ
ECONOMETRIC THEORY, 2003, 19 (02) : 240 - 253
[22] A note on the power of bootstrap unit root tests
Swensen, AR
ECONOMETRIC THEORY, 2003, 19 (01) : 32 - 48
[23] Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, PMM
Taylor, AMR
JOURNAL OF ECONOMETRICS, 2004, 120 (01) : 35 - 73
[24] Asymptotic behaviour of tests for a unit root against an explosive alternative
Harvey, David I.
Leybourne, Stephen J.
ECONOMICS LETTERS, 2014, 122 (01) : 64 - 68
[25] Truncated Product Methods for Panel Unit Root Tests
Sheng, Xuguang
Yang, Jingyun
OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 2013, 75 (04) : 624 - 636
[26] Covariate unit root tests with good size and power
Fossati, Sebastian
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2012, 56 (11) : 3070 - 3079
[27] Semiparametric power envelopes for tests of the unit root hypothesis
Jansson, Michael
ECONOMETRICA, 2008, 76 (05) : 1103 - 1142
[28] On the power of GLS-type unit root tests
Burridge, P
Taylor, AMR
OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 2000, 62 (05) : 633 - 645
[29] TEMPORAL AGGREGATION AND THE POWER OF TESTS FOR A UNIT-ROOT
PIERSE, RG
SNELL, AJ
JOURNAL OF ECONOMETRICS, 1995, 65 (02) : 333 - 345
[30] Incidental trends and the power of panel unit root tests
Moon, Hyungsik Roger
Perron, Benoit
Phillips, Peter C. B.
JOURNAL OF ECONOMETRICS, 2007, 141 (02) : 416 - 459

← 1 2 3 4 5 →