• Title of article

    On the power of stationarity tests using optimal bandwidth estimates

  • Author/Authors

    Junsoo، نويسنده , , Lee ، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1996
  • Pages
    7
  • From page
    131
  • To page
    137
  • Abstract
    The correct size of stationarity tests using optimal lag selection and pre-whitening procedures might be obtained at the expense of power. These procedures involve some intrinsic problems when they are applied to stationarity tests.
  • Keywords
    Stationarity , Optimal bandwidth
  • Journal title
    Economics Letters
  • Serial Year
    1996
  • Journal title
    Economics Letters
  • Record number

    434105

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434105