Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
| Year of publication: |
1997
|
|---|---|
| Authors: | Bierens, Herman J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 81.1997, 1, p. 29-64
|
| Publisher: |
Elsevier |