Haldrup, Niels; Jansson, Michael - School of Economics and Management, University of Aarhus - 2005
ECONOMICS AND MANAGEMENT - UNIVERSITY OF AARHUS - BUILDING 322
8000 AARHUS C - DENMARK F +45 89 42 11 33 - TELEFAX +45 86 13 63 … envelope for unit
root tests in the model (28) by showing that the bound can be attained (pointwise)
without knowledge of … envelope
for the model(28), it must be shown thatΠα∞(·)is attainable without knowledge ofbraceleftbig
ψjbracerightbig …