LM tests for unit roots in the presence of missing observations: Small sample evidence

Mathematics and Computers in Simulation

Volumn 48, Issue 4-6, 1999, Pages 457-468

  Toda, Hiro Y ^b   McKenzie, C R ^a  

^a OSAKA UNIVERSITY   (Japan)

^b NONE

Author keywords

Lagrange Multiplier test; Missing observations; Monte Carlo simulation; Serial correlation; Stationarity; Unit roots

Indexed keywords

EID: 0346398189     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4754(99)00025-7     Document Type: Article

References (11)

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