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Testing of unit root and other nonstationary hypotheses in macroeconomic time series

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  • Gil-Alana, L. A.
  • Robinson, P. M.

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  • Gil-Alana, L. A. & Robinson, P. M., 1997. "Testing of unit root and other nonstationary hypotheses in macroeconomic time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 241-268, October.
    • Handle: RePEc:eee:econom:v:80:y:1997:i:2:p:241-268
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