The power of unit root tests against nonlinear local alternatives

Yves Kruse, Matei Demetrescu

Research output: Contribution to journal › Article › Academic › peer-review

7 Citations (Scopus)

Original language	English
Pages (from-to)	40-61
Journal	Journal of Time Series Analysis
Volume	34
DOIs	https://doi.org/10.1111/j.1467-9892.2012.00812.x
Publication status	Published - 2013
Externally published	Yes

Access to Document

@article{df6a224194ca4b4ab3ba592e83277db0,

title = "The power of unit root tests against nonlinear local alternatives",

author = "Yves Kruse and Matei Demetrescu",

year = "2013",

doi = "10.1111/j.1467-9892.2012.00812.x",

language = "English",

volume = "34",

pages = "40--61",

journal = "Journal of Time Series Analysis",

issn = "0143-9782",

publisher = "Wiley",

}