"How Do Nonlinear Unit Root Tests Perform with Non Normal Errors?"

Hyejin Lee, Ming Meng, Junsoo Lee (2011)

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DOI: 10.1080/03610918.2011.566972

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type: Journal Article

metadata version: 2024-10-06

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Hyejin Lee, Ming Meng, Junsoo Lee:
How Do Nonlinear Unit Root Tests Perform with Non Normal Errors? Commun. Stat. Simul. Comput. 40(8): 1182-1191 (2011)

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