Una nota sobre la importancia del criterio de selección de retardos en la potencia del test de raíz unitaria de Elliott y Müller
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Keywordsraíz unitaria; observación inicial; selección de retardos; robustez;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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