Point Optimal Testing with Roots That Are Functionally Local to Unity
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References listed on IDEAS
- Ryan Greenaway-McGrevy & Peter C.B. Phillips, 2016.
"Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres,"
New Zealand Economic Papers,
Taylor & Francis Journals, vol. 50(1), pages 88-113, April.
- Ryan Greenaway-McGrevy & Peter C. B. Phillips, 2015. "“Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres”," Cowles Foundation Discussion Papers 2004, Cowles Foundation for Research in Economics, Yale University.
- Greenaway-McGrevy, Ryan & Phillips, Peter, 2015. "Hot Property in New Zealand: Empirical Evidence of Housing Bubbles in the Metropolitan Centres," Working Papers 25259, Department of Economics, The University of Auckland.
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- Patrick Marsh, 2019. "Properties of the power envelope for tests against both stationary and explosive alternatives: the effect of trends," Discussion Papers 19/03, University of Nottingham, Granger Centre for Time Series Econometrics.
More about this item
KeywordsFunctional local unit root; Local to unity; Uniform confidence interval; Unit root model;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
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