Essays in unit root testing
This thesis is a collection of four essays with main focus on testing for a unit root under structural change, and on the behaviour of power-enhancing unit root tests that have recently emerged as a solution to the well-known power deficiency of traditional such tests. New tests and variants of comm...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
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2003
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| Online Access: | https://eprints.nottingham.ac.uk/11152/ |