A powerful test for linearity when the order of integration is unknown
David I. Harvey; Stephen J. Leybourne; Bin Xiao
Year of publication: |
2008
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Authors: | Harvey, David I. ; Leybourne, Stephen J. ; Xiao, Bin |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 12.2008, 3, p. 1-22
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