Publicacions

Carrion-i-Silvestre, J. L.; Gadea, M. D.
  • Any: 2013
    GLS-based unit root tests for bounded processes. Economics Letters, 120 (2), 184-187.
    DOI: 10.1016/j.econlet.2013.04.016
    Abstract: We show that the use of generalized least squares (GLS-)detrending procedures with bound-specific non-centrality parameter leads to important empirical power gains compared to using the ordinary least squares (OLS-)detrending method when testing the null hypothesis of unit root for bounded processes.
    http://www.sciencedirect.com/science/article/pii/S0165176513001870#