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Journal of Econometrics
Volumn 117, Issue 2, 2003, Pages 401-404
Erratum: Nonparametric tests for unit roots and cointegration (Journal of Economics (2002) 108 (343-363) PII: S0304407601001397)
Author keywords

[No Author keywords available]
Indexed keywords

EID: 0347596171     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00217-3     Document Type: Erratum
Times cited : (15)
References (4)
  • 1
    • 0242374881 scopus 로고    scopus 로고
    • Nonparametric tests for unit roots and cointegration
    • J Breitung Nonparametric tests for unit roots and cointegration Journal of Econometrics 108 2002 343 363
    • (2002) Journal of Econometrics , vol.108 , pp. 343-363
    • Breitung, J1
  • 2
    • 0030356207 scopus 로고    scopus 로고
    • Efficient tests for an autoregressive unit root
    • G Elliott T.J Rothenberg J.H Stock Efficient tests for an autoregressive unit root Econometrica 64 1996 813 836
    • (1996) Econometrica , vol.64 , pp. 813-836
    • Elliott, G1    Rothenberg, T.J2    Stock, J.H3
  • 3
    • 85120224490 scopus 로고    scopus 로고
    • Gregoir, S., 2001. Efficient tests for the presence of a pair of complex conjugate unit roots in real time series. Working paper, CREST-INSEE.
  • 4
    • 34247480179 scopus 로고
    • Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic time series have a unit root?
    • D Kwiatkowski P.C.B Phillips P Schmidt Y Shin Testing the null hypothesis of stationarity against the alternative of a unit root how sure are we that economic time series have a unit root? Journal of Econometrics 54 1992 159 178
    • (1992) Journal of Econometrics , vol.54 , pp. 159-178
    • Kwiatkowski, D1    Phillips, P.C.B2    Schmidt, P3    Shin, Y4

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.