Point optimal testing with roots that are functionally local to unity

by Anna Bykhovskaya and Peter C.B. Phillips

Year of publication:	September 2017
Authors:	Bykhovskaya, Anna ; Phillips, Peter C. B.
Publisher:	New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University
Subject:	Einheitswurzeltest \| Unit root test \| Kointegration \| Cointegration

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