Exact distribution and critical values of a unit root test in the presence of change in variance

Author: Ohtani Kazuhiro  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.11, Iss.14, 2004-11, pp. : 855-860

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract