GLS detrending, efficient unit root tests and structural change
Year of publication: |
2003
|
---|---|
Authors: | Perron, Pierre ; Rodriguez, Gabriel |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 115.2003, 1, p. 1-27
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Perron, Pierre, (2012)
-
Residual base tests for cointegration with GLS detrented data
Perron, Pierre, (2012)
-
GLS detrending, efficient unit root tests and structural change
Perron, Pierre, (2003)
- More ...