Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price

Frédérique Bec, Alain Guay, Heino Bohn Nielsen and Sarra Saïdi
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Alain Guay: UQAM - Université du Québec à Montréal = University of Québec in Montréal
Heino Bohn Nielsen: UCPH - Københavns Universitet = University of Copenhagen = Université de Copenhague
Sarra Saïdi: THEMA - Théorie économique, modélisation et applications - CNRS - Centre National de la Recherche Scientifique - CY - CY Cergy Paris Université

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Keywords: FREDERIQUE; BEC (search for similar items in EconPapers)
Date: 2025
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Published in Studies in Nonlinear Dynamics & Econometrics, 2025, 29 (1), pp.1--18. ⟨10.1515/snde-2022-0084⟩

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Journal Article: Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price (2025)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05635051

DOI: 10.1515/snde-2022-0084

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