Essays in unit root testing

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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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Bibliographic Details
Main Author:	Smith, Lynette Vanessa
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2003
Subjects:	Purchasing power parity mathematical models econometric models
Online Access:	https://eprints.nottingham.ac.uk/11152/

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