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The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes.
Nielsen, Bent - In: Econometrica 69 (2001) 1, pp. 211-19
Persistent link: https://www.econbiz.de/10005231479
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The Influence of Var Dimensions on Estimator Biases: Comment
Doornik, Jurgen A.; Nielsen, Bent; Rothenberg, Thomas J. - In: Econometrica 71 (2003) 1, pp. 377-383
Persistent link: https://www.econbiz.de/10005231854