Department of Economics and Business Economics

Nearly efficient likelihood ratio tests of the unit root hypothesis

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Nearly efficient likelihood ratio tests of the unit root hypothesis. / Jansson, Michael; Nielsen, Morten Ørregaard.

In: Econometrica, Vol. 80, No. 5, 01.09.2012, p. 2321-2332.

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

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@article{e94674edb35141ca9eeed0392c9fda47,
title = "Nearly efficient likelihood ratio tests of the unit root hypothesis",
author = "Michael Jansson and Nielsen, {Morten {\O}rregaard}",
note = "Copyright 2012 Elsevier B.V., All rights reserved.",
year = "2012",
month = "9",
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",

}

RIS

TY - JOUR

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

AU - Jansson, Michael

AU - Nielsen, Morten Ørregaard

N1 - Copyright 2012 Elsevier B.V., All rights reserved.

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

VL - 80

SP - 2321

EP - 2332

JO - Econometrica

JF - Econometrica

SN - 0012-9682

IS - 5

ER -