A modification of the Schmidt-Phillips unit root test
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- Lee, J. & Schmidt, P., 1991. "A Modification of the Schmidt-Phillips Unit Root Test," Papers 9001, Michigan State - Econometrics and Economic Theory.
References listed on IDEAS
- Schmidt, P. & Phillips, P.C.B., 1990. "Testing forUnit Root in the Presence of Deterministic Trends," Papers 8904, Michigan State - Econometrics and Economic Theory.
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- Vougas, Dimitrios V., 2008. "Unit root testing based on BLUS residuals," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1943-1947, September.
- A. M. Robert Taylor & Paulo M.M. Rodrigues, 2009. "The Flexible Fourier Form and Local GLS De-trended Unit Root Tests," Working Papers w200919, Banco de Portugal, Economics and Research Department.
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"Une synthèse des tests de racine unitaire sur données de panel,"
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- Christophe Hurlin & Valérie Mignon, 2006. "Une Synthèse des Tests de Racine Unitaire sur Données de Panel," Post-Print halshs-00078770, HAL.
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- Toda, Hiro Y. & McKenzie, C.R., 1999. "LM tests for unit roots in the presence of missing observations: small sample evidence1Earlier versions of this paper were presented at the European Meeting of the Econometric Society, Toulouse, Augus," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(4), pages 457-468.
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