A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment

Journal of Statistical Planning and Inference

Volumn 136, Issue 8, 2006, Pages 2685-2705

  Dios Palomares, Rafaela ^a   Roldan, Jose A ^a  

^a Centro de Estudios Andaluces   (Spain)

Author keywords

Dickey Fuller tests; Empirical size; Monte Carlo simulations; Nominal size; Non similarity; Unit root

Indexed keywords

EID: 33645919629     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2004.10.022     Document Type: Article

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