Work

More Powerful LM Unit Root Tests with Non-normal Errors

Year: 2014

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-1-4899-8008-3_11

Authors: Ming Meng, Kyung So Im, Junsoo Lee, Margie A. Tieslau

Institutions: Temple University, Federal Deposit Insurance Corporation, University of Alabama, University of North Texas

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1510399555

FWCI: 16.97

Cites: 36

Cited by: 96

Related to: 10