Department of Economics and Business Economics

A powerful test of the autoregressive unit root hypothesis based on a tuning parameter free statistic

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • School of Economics and Management
Udgivelsesdato: December
Original languageEnglish
JournalEconometric Theory
Volume25
Pages (from-to)1515-1544
ISSN0266-4666
DOIs
Publication statusPublished - 2009

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ID: 19335746