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Nonparametric tests for unit roots and cointegration

✍ Scribed by Jörg Breitung


Book ID
108432633
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
174 KB
Volume
108
Category
Article
ISSN
0304-4076

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The authors are grateful to Mark J. Powers, the editor, and two anonymous referees for their helpful comments and suggestions. Valuable comments on earlier versions from Thomas Schwarz and Fumi Quong are also greatly appreciated. The views stated in this article are those of the authors and do not n