ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES
| Year of publication: |
2004
|
|---|---|
| Authors: | Rodrigues, Paulo M.M. ; Taylor, A.M. Robert |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 20.2004, 01, p. 95-115
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |