A Note on a Lagrange Multiplier Test for Testing an...

A Note on a Lagrange Multiplier Test for Testing an Autoregressive Unit Root

Pentti Saikkonen
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Volume:
9
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/3532233
Date:
September, 1993
File:
PDF, 548 KB
english, 1993
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