Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price

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Standard

Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price. / Nielsen, Heino Bohn; Bec, Frederique; Guay, Alain; Saïdi, Sarra.

I: Studies in Nonlinear Dynamics and Econometrics, 2024.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

Harvard

Nielsen, HB, Bec, F, Guay, A & Saïdi, S 2024, 'Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price', Studies in Nonlinear Dynamics and Econometrics. https://doi.org/10.1515/snde-2022-0084

APA

Nielsen, H. B., Bec, F., Guay, A., & Saïdi, S. (Accepteret/In press). Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price. Studies in Nonlinear Dynamics and Econometrics. https://doi.org/10.1515/snde-2022-0084

Vancouver

Nielsen HB, Bec F, Guay A, Saïdi S. Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price. Studies in Nonlinear Dynamics and Econometrics. 2024. https://doi.org/10.1515/snde-2022-0084

Author

Nielsen, Heino Bohn ; Bec, Frederique ; Guay, Alain ; Saïdi, Sarra. / Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price. I: Studies in Nonlinear Dynamics and Econometrics. 2024.

Bibtex

@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",

}

RIS

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 -

ID: 375801643