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

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalStudies in Nonlinear Dynamics and Econometrics
ISSN1081-1826
DOIs
Publication statusAccepted/In press - 2024

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