The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions

Economics Letters

Volumn 94, Issue 2, 2007, Pages 213-219

  Wan, Alan T K ^a   Zou, Guohua ^b   Banerjee, Anurag ^c  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^b INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

^c UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Autocorrelation test; Linear restrictions; Mis specified models; Power

Indexed keywords

EID: 33846317475     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2006.06.032     Document Type: Article

References (17)

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