On the importance of the first observation in GLS detrending in unit root testing

Joakim Westerlund

Working Papers from Deakin University, Department of Economics

Keywords: Unit root test; GLS detrending; Local asymptotic power (search for similar items in EconPapers)
Date: 2014-01-01
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-sog
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.dx.doi.org/10.1111/obes.12050

Related works:
Journal Article: On the Importance of the First Observation in GLS Detrending in Unit Root Testing (2015)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2014_07

Access Statistics for this paper

More papers in Working Papers from Deakin University, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Xueli Tang ().