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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
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