Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
| Year of publication: |
2012
|
|---|---|
| Authors: | Jansson, Michael ; Nielsen, Morten Ørregaard |
| Published in: |
Econometrica. - Econometric Society. - Vol. 80.2012, 5, p. 2321-2332
|
| Publisher: |
Econometric Society |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011026249