The power problems of unit root test in time series with autoregressive errors

A-Tier

Journal: Journal of Econometrics

Year: 1992

Volume: 53

Issue: 1-3

Pages: 323-343

Authors (4)

DeJong, David N. (University of Pittsburgh) Nankervis, John C. (not in RePEc) Savin, N. E. (not in RePEc) Whiteman, Charles H. (Pennsylvania State University)

Score contribution per author:

1.009 = (α=2.02 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count