ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT
Author:
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference23 articles.
1. Tests for Unit Roots: A Monte Carlo Investigation
2. A simple cointegrating rank test without vector autoregression
3. Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
4. Simple Robust Testing of Regression Hypotheses
5. Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
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