Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters-Reference-Cited by-同舟云学术

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Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters

Published:1990-12 Issue:4 Volume:34 Page:345-350
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Kim Kiwhan,Schmidt Peter

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference13 articles.

1. Approximate Fourier analysis of distribution functions;Bohman;Arkiv fur Mathematik,1961

2. Econometrics: Statistical foundations and applications;Dhrymes,1974

3. Estimation and hypothesis testing in nonstationary time series;Dickey,1976

4. Introduction to statistical time series;Fuller,1976

5. On the finite sample performance of tests for unit roots;Godfrey,1988

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