The power problems of unit root test in time series with autoregressive errors - Concepedia

Concepedia

Publication | Closed Access

The power problems of unit root test in time series with autoregressive errors

412

Citations

30

References

1992

Year

David N. DeJong, John C. Nankervis, N. E. Savin, Charles H. Whiteman

Journal of Econometrics

Unit Root TestFinancial Time Series AnalysisBusinessEconometricsTime Series EconometricsPower Problems

References

	Year	Citations

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