Testing the order of integration with low power tests. An application to argentine macro-variables

The low power of available econometric tests is an important problem in applied research on unit roots and related issues. Based on the principle of methodological triangulation, the problem should be analyzed from different points of view in order to increase the validity of the results. Following...

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Autor principal: Carrera, Jorge Eduardo
Otros Autores: Féliz, Mariano, Panígo, Demian
Formato: Artículo
Lenguaje:Inglés
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Acceso en línea:https://www.memoria.fahce.unlp.edu.ar/art_revistas/pr.8409/pr.8409.pdf
http://sedici.unlp.edu.ar/handle/10915/90999
Aporte de:Registro referencial: Solicitar el recurso aquí