Multiple unit root tests under uncertainty over the initial condition: some powerful modifications
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Bibliographic InfoArticle provided by Springer in its journal Statistical Papers.
Volume (Year): 53 (2012)
Issue (Month): 3 (August)
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Web page: http://www.springer.com/statistics/business/journal/362
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
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