A comparison of alternative unit root tests

Journal of Applied Statistics

Volumn 32, Issue 1, 2005, Pages 45-60

  Halkos, George E ^a,b   Kevork, Ilias S ^a  

^a UNIVERSITY OF THESSALY   (Greece)

^b NONE   (Greece)

Author keywords

Monte Carlo simulations; Power of the test; Type I error; Unit root tests

Indexed keywords

EID: 12344253011     PISSN: 02664763     EISSN: None     Source Type: Journal    
DOI: 10.1080/0266476052000330286     Document Type: Article

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