Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameters
| Year of publication: |
1990
|
|---|---|
| Authors: | Kim, Kiwhan ; Schmidt, Peter |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 34.1990, 4, p. 345-350
|
| Publisher: |
Elsevier |