Power of the Lagrange multiplier test for testing an autoregressive unit root
| Year of publication: |
1996
|
|---|---|
| Authors: | Luukkonen, Ritva ; Saikkonen, Pentti |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 51.1996, 1, p. 27-35
|
| Publisher: |
Elsevier |