The sensitivity of robust unit root tests
Year of publication: |
2008
|
---|---|
Authors: | Cook, Steven |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 35.2008, 5, p. 547-557
|
Publisher: |
Taylor & Francis Journals |
Subject: | unit roots | range-based tests | range unit root tests | initial conditions | Monte Carlo simulation |
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