MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY
Year of publication: |
2007
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Authors: | Steland, Ansgar ; Andrews, D.W.K. ; Bai, J. ; Bai, J. ; Lumsdaine, R.L. ; Stock, J.H. ; Bierens, H.J. ; Billingsley, P. ; Breitung, J. ; Brockwell, P.J. ; Davis, R.A. ; Chan, N.H. ; Wei, C.Z. ; Chan, N.H. ; Wei, C.Z. ; Dickey, D.A. ; Fuller, W.A. ; Evans, G.B.A. ; Savin, N.E. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 6, p. 1108-1135
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