The size and the power of unit root tests against fractional alternatives
Subtitle: a Monte Carlo investigation
By: Sanjay Yadav and Jeremy Smith.
Contributors: Smith, Jeremy.
Series: Economic research paper series / Warwick University, Department of Economics -- no.419; Economic research paper (Warwick University, Department of Economics) -- no.419.
Publisher: Warwick University, Department of Economics
Published: 1994
Place of publication: Coventry
Language: eng