Nearly efficient likelihood ratio tests of the unit root hypothesis

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avis › Tidsskriftartikel › Forskning › peer review

20 Citationer (Scopus)

Adgang til dokumentet

@article{e94674edb35141ca9eeed0392c9fda47,

title = "Nearly efficient likelihood ratio tests of the unit root hypothesis",

author = "Michael Jansson and Nielsen, {Morten {\O}rregaard}",

year = "2012",

month = sep,

day = "1",

doi = "10.3982/ECTA10306",

language = "English",

volume = "80",

pages = "2321--2332",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "5",

}

TY - JOUR

T1 - Nearly efficient likelihood ratio tests of the unit root hypothesis

AU - Jansson, Michael

AU - Nielsen, Morten Ørregaard

PY - 2012/9/1

Y1 - 2012/9/1

UR - http://www.scopus.com/inward/record.url?scp=84866769562&partnerID=8YFLogxK

U2 - 10.3982/ECTA10306

DO - 10.3982/ECTA10306

M3 - Journal article

AN - SCOPUS:84866769562

SN - 0012-9682

VL - 80

SP - 2321

EP - 2332

JO - Econometrica

JF - Econometrica

IS - 5

ER -