Alternative methods of detrending and the power of unit root tests

Journal of Econometrics

Volumn 71, Issue 1-2, 1996, Pages 227-248

  Hwang, Jaeyoun ^a   Schmidt, Peter ^b  

^a Research Center   (South Korea)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Dickey Fuller test; Point optimal test; Unit root

Indexed keywords

EID: 0000444646     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01702-6     Document Type: Article

References (14)

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