Department of Economics and Business Economics

Nearly efficient likelihood ratio tests of the unit root hypothesis

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

Original languageEnglish
JournalEconometrica
Volume80
Issue5
Pages (from-to)2321-2332
Number of pages12
ISSN0012-9682
DOIs
Publication statusPublished - 1 Sep 2012

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