More Powerful Unit Root Tests with Non-normal Errors

Kyung So Im; Junsoo Lee; Margie Tieslau

doi:s://www.fdic.gov/

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More Powerful Unit Root Tests with Non-normal Errors

11/17/2009
By Kyung So Im ; Junsoo Lee ; Margie Tieslau
Series: Center for Financial Research Working Paper
Research Publications

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Details:

Alternative Title:

No. 2009-09
Publisher's site:

https://www.fdic.gov/
Personal Author:

Kyung So Im ; Junsoo Lee ; Margie Tieslau

Kyung So Im ; Junsoo Lee ; Margie Tieslau Less -
Corporate Authors:

Federal Deposit Insurance Corporation (FDIC)
Pages in Document:

32
Series:

Center for Financial Research Working Paper
Dataset Download URL:

https://www.fdic.gov/analysis/cfr/working-papers/2009/2009-09.pdf
Format:

PDF
Main Document Checksum:

[+]

urn:sha256:5acb7e76a99eef0027e223715e7ce0d7a313d9e19580452eed48a83924cf3a21
Download URL:

https://archive.fdic.gov/view/fdic/11990/fdic_11990_DS1.pdf
File Type:

[PDF-898.29 KB]