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On the power of GLS-type unit root tests
P Burridge, Anthony Taylor
Economics
Research output
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Article
7
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Keyphrases
Unit Root Test
100%
Non-stochastic
100%
Finite Sample
66%
Dickey-Fuller Test
66%
Estimation Accuracy
33%
Dickey-Fuller
33%
Null Distribution
33%
Local Alternatives
33%
Power Gain
33%
Positive Shifts
33%
Relevant Alternatives
33%
GLS Estimation
33%
Stochastic Component
33%
Mathematics
Statistics
100%
Stochastics
100%
Null
100%
Unit Root Test
100%
Dickey-Fuller Test
100%
Variance
50%
Orthogonal Latin Square
50%