Semiparametric unit root tests based on symmetric estimators

Statistics and Probability Letters

Volumn 33, Issue 2, 1997, Pages 177-184

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

^a Ewha Womans University   (South Korea)

Author keywords

Semiparametric test; Symmetric estimator; Unit root test; Weighted symmetric estimator

Indexed keywords

EID: 0031591141     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0167-7152(96)00125-3     Document Type: Article

References (15)

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