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pro vyhledávání: '"Mirko Mistrorigo"'
We study the power of four popular unit root tests in the presence of a local-to-finite variance DGP. We characterize the asymptotic distribution of these tests under a sequence of local alternatives, considering both stationary and explosive ones. W
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::904ee91ec239c53c6daea687360e5344
http://hdl.handle.net/11562/955151
http://hdl.handle.net/11562/955151
