Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments

Journal of Econometrics

Volumn 99, Issue 1, 2000, Pages 107-137

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

^a Ewha Womans University   (South Korea)

Author keywords

Instrumental variable; Normal tests; Sign

Indexed keywords

EID: 0010011380     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00032-4     Document Type: Article

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