Corrigendum to “Nonparametric tests for unit roots and cointegration” [J. Econom. 108 (2002) 343

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Corrigendum to “Nonparametric tests for unit roots and cointegration” [J. Econom. 108 (2002) 343–363]

Published:2003-12 Issue:2 Volume:117 Page:401-404
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Breitung Jörg,Taylor A.M.Robert

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference4 articles.

1. Nonparametric tests for unit roots and cointegration;Breitung;Journal of Econometrics,2002

2. Efficient tests for an autoregressive unit root;Elliott;Econometrica,1996

3. Gregoir, S., 2001. Efficient tests for the presence of a pair of complex conjugate unit roots in real time series. Working paper, CREST-INSEE.

4. Testing the null hypothesis of stationarity against the alternative of a unit root;Kwiatkowski;Journal of Econometrics,1992

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