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The finite-sample performance of robust unit root tests · Study

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ArticleThe finite-sample performance of robust unit root tests

Kai Carstensen2003

Article2003

The finite-sample performance of robust unit root tests

8 citations·0/0 files stored·Statistical Papers

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Monetary Policy and Economic Impact Advanced Statistical Methods and Models Diverse Scientific and Economic Studies

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References

1988Testing for a Unit Root in Time Series Regression 1996Efficient Tests for an Autoregressive Unit Root 1992Efficient Tests for an Autoregressive Unit Root 1999Unit Roots, Cointegration, and Structural Change 1988Tests For Unit Roots: A Monte Carlo Investigation 1989Tests for Unit Roots: A Monte Carlo Investigation 1996Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties 1994A Comparison of Unit-Root Test Criteria

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2008Improving Size and Power in the Unit Root Testingpreprint · 8 shared references 2004ROBUST TESTS OF THE UNIT ROOT HYPOTHESIS SHOULD NOT BE “MODIFIED”article · 8 shared references 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Powerarticle · 7 shared references 2013A HYBRID BOOTSTRAP APPROACH TO UNIT ROOT TESTSarticle · 7 shared references 2005Non-stationarity Tests in Macroeconomic Time Serieschapter · 7 shared references 2004An empirical note about additive outliers and nonstationarity in Latin-American inflation seriesarticle · 7 shared references

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Year2003

Typearticle

Published2003-10-01

VenueStatistical Papers

ISSN-L0932-5026

Languageen

Citations8

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/bf02926005

openalex_workW1993451663

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