The effects of additive outliers on tests for unit roots and cointegration

Philip Hans Franses and Niels Haldrup

Year of publication:	1993
Authors:	Franses, Philip Hans ; Haldrup, Niels
Institutions:	European University Institute / Department of Economics (contributor)
Publisher:	San Domenico (FI) : Europ. Univ. Inst., Florence, Economics Dep.
Subject:	Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory

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