Covariate unit root tests with good size and power
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability
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2. Selecting the Lag Length for the MGLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations;Econometrics;2017-04-16
3. A joint test for structural stability and a unit root in autoregressions;Computational Statistics & Data Analysis;2014-08
4. Characterising economic trends by Bayesian stochastic model specification search;Computational Statistics & Data Analysis;2014-03
5. Unit root testing with stationary covariates and a structural break in the trend function;Journal of Time Series Analysis;2013-03-14
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