Department of Economics and Business Economics

A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic

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A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic. / Nielsen, Morten Ørregaard.

In: Econometric Theory, Vol. 25, 2009, p. 1515-1544.

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@article{b6331030207011dfb95d000ea68e967b,
title = "A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic",
abstract = "Udgivelsesdato: December",
author = "Nielsen, {Morten {\O}rregaard}",
year = "2009",
doi = "10.1017/S0266466609990247",
language = "English",
volume = "25",
pages = "1515--1544",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",

}

RIS

TY - JOUR

T1 - A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic

AU - Nielsen, Morten Ørregaard

PY - 2009

Y1 - 2009

N2 - Udgivelsesdato: December

AB - Udgivelsesdato: December

U2 - 10.1017/S0266466609990247

DO - 10.1017/S0266466609990247

M3 - Journal article

VL - 25

SP - 1515

EP - 1544

JO - Econometric Theory

JF - Econometric Theory

SN - 0266-4666

ER -