Relative Power of t Type Tests of Stationary and Unit Root Processes

Jesus Gonzalo and Tae Hwy Lee

Working Papers from Boston University - Department of Economics

Keywords: UNIT ROOTS; TESTS (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
Pages: 11 pages
Date: 1995
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Journal Article: RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:bostec:36

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