THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
Year of publication: |
2007
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Authors: | Marsh, Patrick ; Abadir, K.M. ; Bunzel, H. ; Vogelsang, T.J. ; Chan, N.H. ; Wei, C.Z. ; Dejong, D.N. ; Nankervis, J.C. ; Savin, N.E. ; Whiteman, C.H. ; Dufour, J.-M. ; King, M.L. ; Durlauf, S.N. ; Phillips, P.C.B. ; Efron, B. ; Elliott, G. ; Rothenberg, T.J. ; Stock, J.H. ; Forchini, G. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 4, p. 686-710
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