The Phillips unit root tests for polynomials of integrated processes

Economics Letters

Volumn 114, Issue 3, 2012, Pages 299-303

  Wagner, Martin ^a,b  

^a INSTITUTE FOR ADVANCED STUDIES   (Austria)

^b Frisch Centre for Economic Research   (Norway)

Author keywords

Integrated process; Phillips unit root tests; Polynomial transformation

Indexed keywords

EID: 82655170907     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2011.11.006     Document Type: Article

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