Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price

Heino Bohn Nielsen, Frederique Bec, Alain Guay, Sarra Saïdi

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Studies in Nonlinear Dynamics and Econometrics
ISSN	1081-1826
DOI	https://doi.org/10.1515/snde-2022-0084
Status	Udgivet - 2025

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title = "Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price",

author = "Nielsen, {Heino Bohn} and Frederique Bec and Alain Guay and Sarra Sa{\"i}di",

year = "2025",

doi = "10.1515/snde-2022-0084",

language = "English",

journal = "Studies in Nonlinear Dynamics and Econometrics",

issn = "1081-1826",

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T1 - Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price

AU - Nielsen, Heino Bohn

AU - Bec, Frederique

AU - Guay, Alain

AU - Saïdi, Sarra

PY - 2025

Y1 - 2025

U2 - 10.1515/snde-2022-0084

DO - 10.1515/snde-2022-0084

M3 - Journal article

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JO - Studies in Nonlinear Dynamics and Econometrics

JF - Studies in Nonlinear Dynamics and Econometrics

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