Testing Unit Root Based on Partially Adaptive Estimation
Year of publication: |
2004-08-11
|
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Authors: | Lima, Luiz Renato ; Xiao, Zhijie |
Institutions: | Econometric Society |
Subject: | unit root | nonGaussianity | robust inference |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Econometric Society Latin American Meetings 2004 Number 63 |
Classification: | C1 - Econometric and Statistical Methods: General ; C12 - Hypothesis Testing ; C13 - Estimation |
Source: |
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