ESTIMATING FINITE SAMPLE CRITICAL VALUES FOR UNIT ROOT TESTS USING PURE RANDOM WALK PROCESSES:A NOTE

✍ Scribed by Yin-Wong Cheung; Kon S. Lai

• Book ID: 111039801
• Publisher: John Wiley and Sons
• Year: 1995
• Tongue: English
• Weight: 273 KB
• Volume: 16
• Category: Article
• ISSN: 0143-9782
• DOI: 10.1111/j.1467-9892.1995.tb00249.x