ON THE POWER OF POINT OPTIMAL TESTS OF THE TREND STATIONARITY HYPOTHESIS

被引：2

作者：

HWANG, J ^{[1
]}

SCHMIDT, P ^{[1
]}

机构：

[1] MICHIGAN STATE UNIV, DEPT ECON, E LANSING, MI 48824 USA

来源：

ECONOMICS LETTERS | 1993年 / 43卷 / 02期

关键词：

D O I：

10.1016/0165-1765(93)90027-A

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper considers tests of the hypothesis that a series is trend stationary. It provides simulation results showing the gain in power from using a point optimal test.

引用

页码：143 / 147

页数：5

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