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On the power of GLS-type unit root tests
P Burridge, Anthony Taylor
Economics
Research output
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Contribution to journal
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Article
7
Citations (Scopus)
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Dive into the research topics of 'On the power of GLS-type unit root tests'. Together they form a unique fingerprint.
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Mathematics
Unit Root Tests
100%
Dickey-Fuller Test
83%
Estimate
30%
Local Alternatives
21%
Alternatives
20%
Null Distribution
18%
Null
15%
Statistic
14%
Series
10%
Invariant
9%
Business & Economics
Unit Root Tests
69%
Dickey-Fuller Test
49%
Finite Sample
36%
GLS Estimation
30%
Statistics
25%
Local Alternatives
24%
Alternatives
15%
Social Sciences
statistics
25%
efficiency
12%