More powerful LM unit root tests with non-normal errors
Ming Meng, Kyung So Im, Junsoo Lee, and Margie A. Tieslau
| Year of publication: |
[2014]
|
|---|---|
| Authors: | Meng, Ming ; Im, KyungSo ; Lee, Junsoo ; Tieslau, Margie A. |
| Published in: |
Festschrift in honor of Peter Schmidt : econometric methods and applications. - New York : Springer, ISBN 1-4899-8007-5. - 2014, p. 343-357
|
| Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011559052