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Andersen, Torben G. - 2020

theory for the tests, showing it coincides with standard testing procedures, implying that existing critical values for tied …

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Andersen, Torben; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 231 (2022) 2, pp. 361-386

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Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030

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Krämer, Walter; Kampen, Maarten W. van - In: Economics letters 110 (2011) 3, pp. 245-247

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Perron, Pierre; Yamamoto, Yohei - 2019

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