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Unit root tests for time series with outliers

✍ Scribed by Dong Wan Shin; Sahadeb Sarkar; Jong Hyup Lee

Publisher: Elsevier Science
Year: 1996
Tongue: English
Weight: 546 KB
Volume: 30
Category: Article
ISSN: 0167-7152
DOI: 10.1016/0167-7152(95)00218-9

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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

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