On Testing for a Unit Root in the Presence of Additive Outliers
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Bibliographic InfoPaper provided by Cornell - Department of Economics in its series Papers with number 94-30.
Length: 19 pages
Date of creation: 1994
Date of revision:
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Postal: CORNELL UNIVERSITY, DEPARTMENT OF ECONOMICS, ITHACA NEW YORK 14853 U.S.A..
Web page: http://economics.cornell.edu/
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unit roots ; econometrics;
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- Ng, S. & Perron, P., 1995. "Estimation and Inference in Nearly Unbalanced, Nearly Cointegrated Systems," Cahiers de recherche 9534, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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