Improving the Performance of a Long‐Run Variance Ratio Test for a Unit Root
| Year of publication: |
2018
|
|---|---|
| Authors: | Ferrer‐Pérez, Hugo ; Ayuda, María‐Isabel ; Aznar, Antonio |
| Published in: |
The Japanese Economic Review. - Wiley, ISSN 1468-5876, ZDB-ID 2006390-8. - Vol. 70.2018, 2 (02.07.), p. 258-274
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jere.12185 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012093605