Quantiles for t -statistics based on M-estimators of unit roots

Economics Letters

Volumn 67, Issue 2, 2000, Pages 131-137

  Abadir, Karim M ^a   Lucas, André ^b  

^a UNIVERSITY OF YORK   (United Kingdom)

^b VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

C22; Explicit distribution functions (exact and approximate); M estimators; t Statistic; Unit root tests

Indexed keywords

EID: 0034412089     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(99)00254-2     Document Type: Article

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