The stylized approach to unit root testing: Neglected contributions and the cost of simplicity

DOI10.1080/0266476022000030048zbMath1121.62352OpenAlexW2018576686MaRDI QIDQ3591810

Steven Cook

Publication date: 11 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0266476022000030048

Mathematics Subject Classification ID

Statistics (62-XX)

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