The Relationship Between Power and Level for Generic Unit Root Tests in Finite Samples

Authors
S.R. Blough
Citation
S.R. Blough, The Relationship Between Power and Level for Generic Unit Root Tests in Finite Samples, Journal of applied econometrics, 7(03), 1992, pp. 295
Journal title
Journal of applied econometrics → ACNP
ISSN journal
08837252
Volume
7
Issue
03
Year of publication
1992
Database
ICR
SICI code
0883-7252(1992)7:03<295:TRBPAL>2.0.ZU;2-J