The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 94 (2007)
Issue (Month): 2 (February)
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Web page: http://www.elsevier.com/locate/ecolet
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CORE Discussion Papers
1986037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Banerjee, Anurag N. & Magnus, Jan R., 1999. "The sensitivity of OLS when the variance matrix is (partially) unknown," Journal of Econometrics, Elsevier, vol. 92(2), pages 295-323, October.
- Kramer, Walter & Zeisel, Helmut, 1990. "Finite sample power of linear regression autocorrelation tests," Journal of Econometrics, Elsevier, vol. 43(3), pages 363-372, March.
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