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Assessing and improving the performance of nearly efficient unit root tests in small samples
Broda, Simon; Carstensen, Kai; Paolella, Marc S. - In: Econometric reviews 28 (2009) 5, pp. 468-494
Persistent link: https://www.econbiz.de/10003873093
Cover Image
Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples
Broda, Simon; Carstensen, Kai; Paolella, Marc - In: Econometric reviews 28 (2009) 5, pp. 468
Persistent link: https://www.econbiz.de/10008212741