Finite-sample size distortion of the AESTAR unit root test:...

Applied Economics Letters 2016 / 03 Vol. 23; Iss. 5

Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values

Cook, Steve
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Volume:
23
Language:
english
Journal:
Applied Economics Letters
DOI:
10.1080/13504851.2015.1071467
Date:
March, 2016
File:
PDF, 776 KB
english, 2016
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