Testing the null of stationarity for multiple time series

Journal of Econometrics

Volumn 88, Issue 1, 1998, Pages 41-77

  Choi, In ^a   Ahn, Byung Chul ^b  

^a Kookmin University   (South Korea)

^b Yeungnam University   (South Korea)

Author keywords

LM test; Multiple time series; Null of stationery; Sargan Bhargava Durbin Hausman test

Indexed keywords

EID: 0002893689     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(98)00021-9     Document Type: Article

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