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More powerful unit root tests with non-normal errors
Im, KyungSo; Lee, Junsoo; Tieslau, Margie A. - In: Festschrift in honor of Peter Schmidt : econometric …, (pp. 315-342). 2014
Persistent link: https://www.econbiz.de/10011559041
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More powerful LM unit root tests with non-normal errors
Meng, Ming; Im, KyungSo; Lee, Junsoo; Tieslau, Margie A. - In: Festschrift in honor of Peter Schmidt : econometric …, (pp. 343-357). 2014
Persistent link: https://www.econbiz.de/10011559052