Testing for unit roots in autoregressive moving average models : An instrumental variable approach
| Year of publication: |
1991
|
|---|---|
| Authors: | Pantula, Sastry G. ; Hall, Alastair |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 48.1991, 3, p. 325-353
|
| Publisher: |
Elsevier |