The power problems of unit root test in time series with autoregressive errors
| Year of publication: |
1992
|
|---|---|
| Authors: | DeJong, David N. ; Nankervis, John C. ; Savin, N. E. ; Whiteman, Charles H. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 53.1992, 1-3, p. 323-343
|
| Publisher: |
Elsevier |