Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Author "Rocha, Guilherme Norman Leal Veiga da"

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    • Comparing two multivariate unit root tests 

      Rocha, Guilherme Norman Leal Veiga da
      2003-01-24
      In this essay, a method for comparing the asymptotic power of the multivariate unit root tests proposed in Phillips & Durlauf (1986) and Flˆores, Preumont & Szafarz (1996) is proposed. In order to determine the asymptotic ...