Partial unit root and linear spurious regression: A Monte Carlo simulation study

✍ Scribed by Lingxiang Zhang

• Book ID: 119232291
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 185 KB
• Volume: 118
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2012.10.018