Unit root CADF testing with R

Journal of Statistical Software

Volumn 32, Issue 2, 2009, Pages 1-19

  Lupi, Claudio ^a  

^a UNIVERSITY OF MOLISE   (Italy)

Author keywords

Asymptotic p values; R; Stationary covariates; Unit root

Indexed keywords

EID: 70350402311     PISSN: 15487660     EISSN: 15487660     Source Type: Journal    
DOI: 10.18637/jss.v032.i02     Document Type: Article

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