THE SIZE AND THE POWER OF UNIT ROOT TESTS AGAINST FRACTIONAL ALTERNATIVES: A MONTE CARLO INVESTIGATION

Sanjay Yadav and Jeremy Smith

No 268616, Economic Research Papers from University of Warwick - Department of Economics

Keywords: Financial Economics; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 58
Date: 1994-02-02
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Related works:
Working Paper: The Size and the Power of Unit Root Tests Against Fractional Alternatives; A Monte Carlo Investigation (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:uwarer:268616

DOI: 10.22004/ag.econ.268616

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