The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis
Download full text from publisherTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- George, Halkos & Ilias, Kevork, 2005.
"Το Υπόδειγμα Τυχαίου Περιπάτου Με Αυτοπαλίνδρομα Σφάλματα
[The random walk model with autoregressive errors]," MPRA Paper 33312, University Library of Munich, Germany.
- Nielsen, Morten Ã˜rregaard, 2009.
"A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic,"
Cambridge University Press, vol. 25(6), pages 1515-1544, December.
- Morten Ã˜. Nielsen, 2008. "A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic," Working Paper 1185, Economics Department, Queen's University.
- Morten Ørregaard Nielsen, 2008. "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," CREATES Research Papers 2008-36, Department of Economics and Business Economics, Aarhus University.
- Ringlund, Guro Bornes & Rosendahl, Knut Einar & Skjerpen, Terje, 2008.
"Does oilrig activity react to oil price changes An empirical investigation,"
Elsevier, vol. 30(2), pages 371-396, March.
- Guro Børnes Ringlund & Knut Einar Rosendahl & Terje Skjerpen, 2004. "Does oilrig activity react to oil price changes? An empirical investigation," Discussion Papers 372, Statistics Norway, Research Department.
- Rey, Serge & Varachaud, Pascal, 2000.
"Le comportement des taux de change réels européens de la fin Bretton Woods à l’adoption de l’euro
[The behavior of European real exchange rates from the Bretton Woods system end to the adoption of ," MPRA Paper 49502, University Library of Munich, Germany.
- Morten Ã˜. Nielsen, 2008.
"A Powerful Tuning Parameter Free Test Of The Autoregressive Unit Root Hypothesis,"
1175, Economics Department, Queen's University.
- Nielsen, Morten, 2008. "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Working Papers 08-05, Cornell University, Center for Analytic Economics.
- George Halkos & Ilias Kevork, 2005. "A comparison of alternative unit root tests," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(1), pages 45-60.
More about this item
KeywordsPower comparisons; Unit root tests.;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ect:emjrnl:v:2:y:1999:i:1:p:92-106. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/resssea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.