ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL
| Year of publication: |
2004
|
|---|---|
| Authors: | Rodrigues, Paulo M.M. ; Taylor, A.M. Robert |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 20.2004, 04, p. 645-670
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |