The author is thankful to Jörg Breitung, Uwe Hassler and two anonymous referees for helpful comments.
Local Asymptotic Power of Breitung's Test*
Version of Record online: 7 JAN 2013
© 2013 The Department of Economics, University of Oxford and JohnWiley & Sons, Ltd.
Oxford Bulletin of Economics and Statistics
Volume 76, Issue 3, pages 456–462, June 2014
How to Cite
Hosseinkouchack, M. (2014), Local Asymptotic Power of Breitung's Test. Oxford Bulletin of Economics and Statistics, 76: 456–462. doi: 10.1111/obes.12020
- Issue online: 23 APR 2014
- Version of Record online: 7 JAN 2013
- Final Manuscript Received: November 2012
Appendix S1 Local asymptotic power of Breitung?s test.
|obes12020_sm_appendix.pdf||165K||Supporting info item|
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