The Properties Of Kullback–Leibler Divergence For The Unit Root Hypothesis
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Cited by:
- Patrick Marsh, 2019. "The role of information in nonstationary regression," Discussion Papers 19/04, University of Nottingham, Granger Centre for Time Series Econometrics.
- Astill, Sam & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2014. "Robust tests for a linear trend with an application to equity indices," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 168-185.
- Patrick Marsh, "undated". "Saddlepoint Approximations for Optimal Unit Root Tests," Discussion Papers 09/31, Department of Economics, University of York.
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