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 journal › Journal article › Research › peer-review

Original language	English
Journal	Studies in Nonlinear Dynamics and Econometrics
ISSN	1081-1826
DOIs	https://doi.org/10.1515/snde-2022-0084
Publication status	Accepted/In press - 2024

Access to Document

@article{96178255e3b94941af4a4593810958ad,

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 = "2024",

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

language = "English",

journal = "Studies in Nonlinear Dynamics and Econometrics",

issn = "1081-1826",

publisher = "De Gruyter",

}

TY - JOUR

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 - 2024

Y1 - 2024

U2 - 10.1515/snde-2022-0084

DO - 10.1515/snde-2022-0084

M3 - Journal article

JO - Studies in Nonlinear Dynamics and Econometrics

JF - Studies in Nonlinear Dynamics and Econometrics

SN - 1081-1826

ER -