Semiparametric tests for double unit roots based on symmetric estimators

Journal of Business and Economic Statistics

Volumn 17, Issue 1, 1999, Pages 67-73

  Shin, Dong Wan ^a   Kim, Hyun Jung ^a  

^a Ewha Womans University   (South Korea)

Author keywords

Brownian motion; I(2) process; Monte Carlo

Indexed keywords

EID: 0040960811     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1999.10524797     Document Type: Article

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