Testing of unit root and other non-stationary hypotheses in macroeconomic time series
Gil-Alana, L. A. & Robinson, P.
(1997).
Testing of unit root and other non-stationary hypotheses in macroeconomic time series.
Journal of Econometrics,
80(2), 241-268.
| Item Type | Article |
|---|---|
| Copyright holders | Item_Title: Cointegration and dynamics in economics |
| Departments | LSE |
| Date Deposited | 27 Apr 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/1504 |
Explore Further
- https://www.scopus.com/pages/publications/30244432554 (Scopus publication)