Minimizing the impact of the initial condition on testing for unit roots

Journal of Econometrics

Volumn 135, Issue 1-2, 2006, Pages 285-310

  Elliott, Graham ^a   Müller, Ulrich K ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b PRINCETON UNIVERSITY   (United States)

Author keywords

Characteristic function; Efficient tests; Invariance

Indexed keywords

ASYMPTOTIC STABILITY; FUNCTION EVALUATION; MATHEMATICAL MODELS; NUMERICAL ANALYSIS; STATISTICAL METHODS;

CHARACTERISTIC FUNCTIONS; EFFICIENT TESTS; UNIT ROOT TESTS; UNIT ROOTS;

STATISTICAL TESTS;

EID: 33746814277     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.07.024     Document Type: Article

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