On the power of stationarity tests using optimal bandwidth estimates
- 31 May 1996
- journal article
- Published by Elsevier in Economics Letters
- Vol. 51 (2) , 131-137
- https://doi.org/10.1016/0165-1765(96)00810-5
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation LagJournal of the American Statistical Association, 1995
- Automatic Lag Selection in Covariance Matrix EstimationThe Review of Economic Studies, 1994
- A Consistent Test for a Unit RootJournal of Business & Economic Statistics, 1994
- Optimal Kernel Weights Under a Power CriterionJournal of the American Statistical Association, 1993
- Testing the null hypothesis of stationarity against the alternative of a unit rootJournal of Econometrics, 1992
- An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix EstimatorEconometrica, 1992
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix EstimationEconometrica, 1991
- Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parametersEconomics Letters, 1990
- Tests for Unit Roots: A Monte Carlo InvestigationJournal of Business & Economic Statistics, 1989
- Testing for unit roots in autoregressive-moving average models of unknown orderBiometrika, 1984