Testing of unit root and other nonstationary hypotheses in macroeconomic time series

  1. Gil-Alaña, L.A.
  2. Robinson, P.M.
Journal:
Journal of Econometrics

ISSN: 0304-4076

Year of publication: 1997

Volume: 80

Issue: 2

Pages: 241-268

Type: Article

DOI: 10.1016/S0304-4076(97)00038-9 GOOGLE SCHOLAR