Testing for a Unit Root by Generalized Least Squares Methods in the Time and Frequency Domains
Year of publication: |
1989-03
|
---|---|
Authors: | Phillips, Peter C.B. ; Choi, In |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Unit root | spectral methods | generalized least squares | asymptotic theory | Monte Carlo |
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