A comparison of unit-root test criteria

Journal of Business and Economic Statistics

Volumn 12, Issue 4, 1994, Pages 449-459

  Pantula, Sastry G ^a   Gonzalez Farias, Graciela ^b   Wayne A Fuller, Mexico ^c  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

^b SCHOOL OF ENGINEERING AND SCIENCES   (Mexico)

^c IOWA STATE UNIVERSITY   (United States)

Author keywords

Autoregressive processes; Maximum likelihood estimators; Weighted symmetric estimators

Indexed keywords

EID: 84952247880     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1994.10524567     Document Type: Article

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