Mirror image distributions and the Dickey-Fuller regression with a maintained trend
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 72 (1996)
Issue (Month): 1-2 ()
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Web page: http://www.elsevier.com/locate/jeconom
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- Nankervis, J.C. & Savin, N.E., 1987. "Finite Sample Distributions of t and F Statistics in an AR(1) Model with Anexogenous Variable," Econometric Theory, Cambridge University Press, vol. 3(03), pages 387-408, June.
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