A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic

Orregaard Nielsen, Morten

2008

Formats

Title

A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic

Keywords

Author(s)

Subject(s)

Issue Date

2008-10

Publication Type

Working or Discussion Paper

DOI and Other Identifiers

Record Identifier

https://ageconsearch.umn.edu/record/273662

Language

English

Total Pages

32

JEL Codes

C22

Series Statement

Working Paper No. 1185

Record Appears in