Critical values for the augmented efficient Wald test for fractional unit roots
| Year of publication: |
2009
|
|---|---|
| Authors: | Sephton, Peter |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 37.2009, 3, p. 615-626
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Finite-sample critical value | Monte Carlo | Response surface |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008467037