The Phillips unit root tests for polynomials of integrated processes
Year of publication: |
2012
|
---|---|
Authors: | Wagner, Martin |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 114.2012, 3, p. 299-303
|
Publisher: |
Elsevier |
Subject: | Integrated process | Phillips unit root tests | Polynomial transformation |
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