Trenkler, Carsten (contributor); … - 2006
correspondence: Carsten Trenkler, Institute of Statistics and Econometrics,
Humboldt University Berlin, Spandauer Str. 1, D-10178 … obtained
as
^xt = yt ¡ ^„0 ¡ ^„1t¡ ^–0dt ¡ ^–1bt:
The series ^xt can be used to compute LR type test statistics in the same way …) statistics as a function of the number of
stochastic trends under the null hypothesis, k = n¡r0, and the relative sample lengths …