The complementarity of unit root tests

被引：0
|
作者：
Cook, S [1 ]
Manning, N [1 ]
机构：
[1] Univ Coll Swansea, Dept Econ, Swansea 24061, W Glam, Wales
来源：
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2004年 / 74卷 / 12期
关键词：
autoregressive time series; generalized least squares; recursive mean adjustment; test power; unit root; weight symmetric estimation;
D O I：
10.1080/00949650412331286115
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
[No abstract available]
引用
收藏
页码：913 / 915
页数：3
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