Local Power Functions of Tests for Double Unit Roots
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- Niels Haldrup & Peter Lildholdt, 2005. "Local power functions of tests for double unit roots," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 59(2), pages 159-179, May.
- 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.
References listed on IDEAS
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- Kerry Patterson & Michael A. Thornton, 2013. "A review of econometric concepts and methods for empirical macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 2, pages 4-42, Edward Elgar Publishing.
- Boriss Siliverstovs, 2005.
"The Bi-parameter Smooth Transition Autoregressive model,"
Economics Bulletin, AccessEcon, vol. 3(23), pages 1-11.
- Boriss Siliverstovs, "undated". "The Bi-parameter Smooth Transition AutoRegressive model," Economics Working Papers 2000-16, Department of Economics and Business Economics, Aarhus University.
- Effrosyni Diamantoudi, 2003.
"Equilibrium binding agreements under diverse behavioral assumptions,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(2), pages 431-446, September.
- Effrosyni Diamantoudi, "undated". "Equilibrium Binding Agreements under Diverse Bahavioral Assumptions," Economics Working Papers 2001-9, Department of Economics and Business Economics, Aarhus University.
- Effrosyni Diamantoudi, "undated". "Equilibrium Binding Agreements under Diverse Bahavioral Assumptions," Economics Working Papers 2001-2, Department of Economics and Business Economics, Aarhus University.
- Anton Skrobotov, 2013. "Double Unit Roots Testing, GLS-detrending and Uncertainty over the Initial Conditions," Working Papers 0083, Gaidar Institute for Economic Policy, revised 2013.
- Bo Sandemann Rasmussen, "undated". "Government Debt and Capital Accumulation in the Blanchard-Cass-Yaari OLG Model," Economics Working Papers 2000-14, Department of Economics and Business Economics, Aarhus University.
- Nikolaj Malchow-Moeller & Bo Jellesmark Thorsen, "undated". "A Dynamic Agricultural Household Model with Uncertain Income and Irreversible and Indivisible Investments under Credit Constraints," Economics Working Papers 2000-7, Department of Economics and Business Economics, Aarhus University.
- Nikolaj Malchow-Moeller & Bo Jellesmark Thorsen, "undated". "Investment under Uncertainty - the Case of Repeated Investment Options," Economics Working Papers 2000-15, Department of Economics and Business Economics, Aarhus University.
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More about this item
Keywords
Asymptotic local power function; Brownian motion; Ornstein-Uhlenbeck process;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Statistics
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