A comparison of alternative unit root tests
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- Chao-Yu Chou & Chung-Ho Chen & Hui-Rong Liu, 2000. "Economic-statistical design of X ¥ charts for non-normal data by considering quality loss," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(8), pages 939-951.
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- Halkos, George & Kevork, Ilias & Galani, Georgia & Tzeremes, Panagiotis, 2014. "An analysis of long-term scenarios for the transition to renewable energy in Greece," MPRA Paper 59975, University Library of Munich, Germany.
- 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.
- Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris, 2014. "Emissions and abatement costs for the passenger cars sector in Greece," MPRA Paper 60197, University Library of Munich, Germany.
- Halkos, George & Kevork, Ilias, 2012. "Unbiased estimation of maximum expected profits in the Newsvendor Model: a case study analysis," MPRA Paper 40724, University Library of Munich, Germany.
- Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris, 2014. "Greenhouse gas emissions and marginal abatement cost curves for the road transport in Greece," MPRA Paper 61032, University Library of Munich, Germany.
- George, Halkos & Ilias, Kevork, 2004.
"H Ασυμπτωτική Διακύμανση Στην Εκτίμηση Του Στάσιμου Μέσου Υπό Συνθήκες Αυτοσυσχέτισης
[Using the asymptotic variance to estimate the stationary mean under autocorrelation]," MPRA Paper 33324, University Library of Munich, Germany.
More about this item
KeywordsUnit root tests; type I error; power of the test; Monte Carlo simulations;
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