On the robustness of unit root tests in the presence of double unit roots

Journal of Time Series Analysis

Volumn 23, Issue 2, 2002, Pages 155-171

  Haldrup, Niels ^a   Lildholdt, Peter ^a  

^a AARHUS UNIVERSITY   (Denmark)

Author keywords

Dickey Fuller test; I(1) versus I(2); Phillips Perron test; Unit root tests

Indexed keywords

EID: 0037683694     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00260     Document Type: Article

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