Relative Power of t Type Tests of Stationary and Unit Root Processes.
| Year of publication: |
1995
|
|---|---|
| Authors: | Gonzalo, J. ; Lee, T.H. |
| Institutions: | Department of Economics, Boston University |
| Subject: | UNIT ROOTS | TESTS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 11 pages |
| Classification: | C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10005780031