Recursive mean adjustment for unit root tests

Journal of Time Series Analysis

Volumn 22, Issue 5, 2001, Pages 595-612

  Shin, Dong Wan ^a   So, Beong Soo ^a  

^a Ewha Womans University   (South Korea)

Author keywords

Power; Recursive residual; Unit root

Indexed keywords

EID: 0001737306     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00243     Document Type: Article

References (31)

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