Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
Year of publication: |
2012
|
---|---|
Authors: | Jansson, Michael ; Nielsen, Morten Ørregaard |
Published in: |
Econometrica. - Econometric Society. - Vol. 80.2012, 5, p. 2321-2332
|
Publisher: |
Econometric Society |
Saved in:
Online Resource
Saved in favorites
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