Computation of limiting distributions in stationarity testing with a generic trend
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Bibliographic InfoArticle provided by Springer in its journal Metrika.
Volume (Year): 71 (2010)
Issue (Month): 2 (March)
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Web page: http://www.springerlink.com/link.asp?id=102509
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- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory.
- n/a, 2001. "Balance of payments prospects in EMU," NIESR Discussion Papers 164, National Institute of Economic and Social Research.
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- Landajo, Manuel & Presno, María José, 2010. "Nonparametric pseudo-Lagrange multiplier stationarity testing," MPRA Paper 25659, University Library of Munich, Germany.
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