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~institution:"Centre for Quantitative Economics & Computing"
~institution:"Umeå Universitet / Institutionen för Nationalekonomi"
~subject:"Unit root test"
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Search: subject_exact:"Schätzer"
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Burke, Simon P.
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Pitarakis, Jean-Yves
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Centre for Quantitative Economics & Computing
Umeå Universitet / Institutionen för Nationalekonomi
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Discussion papers in quantitative economics and computing / E
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Moment generating function and further exact results for autoregression with multiple frequency unit roots
Pitarakis, Jean-Yves
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1996
Persistent link: https://www.econbiz.de/10000944147
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An investigation of some small alternatives in autoregressive unit root testing with model selection
Burke, Simon P.
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1993
Persistent link: https://www.econbiz.de/10000877388
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Augmented Dickey-Fuller unit root tests and the use of information criteria
Burke, Simon P.
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1993
Persistent link: https://www.econbiz.de/10000868853
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