Semiparametric power envelopes for tests of the unit root hypothesis

Econometrica

Volumn 76, Issue 5, 2008, Pages 1103-1142

  Jansson, Michael ^a,b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b AARHUS UNIVERSITY   (Denmark)

Author keywords

Semiparametric efficiency; Unit root testing

Indexed keywords

EID: 51349084643     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA6113     Document Type: Article

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