A Note on Asymptotic Power Calculations in Nearly Nonstationary Time Series
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- Niels Haldrup & Peter Lildholdt, 2005.
"Local power functions of tests for double unit roots,"
Netherlands Society for Statistics and Operations Research, vol. 59(2), pages 159-179.
- Niels Haldrup & Peter Lildholdt, "undated". "Local Power Functions of Tests for Double Unit Roots," Economics Working Papers 2000-2, Department of Economics and Business Economics, Aarhus University.
- Haldrup, Niels Prof. & Lildholdt, Peter, 2000. "Local Power Functions of Tests for Double Unit Roots," University of California at San Diego, Economics Working Paper Series qt01j3m1h6, Department of Economics, UC San Diego.
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