ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS
| Year of publication: |
2008
|
|---|---|
| Authors: | Ploberger, Werner ; Aït-Sahalia, Y. ; Ahn, S.K. ; Reinsel, G.C. ; Chang, Y. ; Park, J. ; Davidson, J. ; Dickey, D.A. ; Fuller, W.A. ; Dickey, D.A. ; Fuller, W.A. ; Elliot, G. ; Rothenberg, T.J. ; Stock, J.H. ; Hamilton, J.D. ; Jeganathan, P. ; Jeganathan, P. ; Johansen, S. ; Johansen, S. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 24.2008, 1, p. 15-42
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