The relationship between power and level for generic unit root tests in finite samples
- 1 July 1992
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 7 (3) , 295-308
- https://doi.org/10.1002/jae.3950070306
Abstract
No abstract availableKeywords
This publication has 15 references indexed in Scilit:
- Understanding spurious regressions in econometricsPublished by Elsevier ,2002
- Unit roots in real GNP: Do we know, and do we care?Carnegie-Rochester Conference Series on Public Policy, 1990
- Tests for Unit Roots: A Monte Carlo InvestigationJournal of Business & Economic Statistics, 1989
- Testing for a unit root in the presence of moving average errorsBiometrika, 1989
- How Big Is the Random Walk in GNP?Journal of Political Economy, 1988
- Testing for a unit root in time series regressionBiometrika, 1988
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987
- Hypothesis Testing in ARIMA(p, 1, q) ModelsJournal of the American Statistical Association, 1985
- Testing for unit roots in autoregressive-moving average models of unknown orderBiometrika, 1984
- Spurious regressions in econometricsJournal of Econometrics, 1974