Testing for unit roots with stationary covariates

Journal of Econometrics - Tập 115 - Trang 75-89 - 2003
Graham Elliott1, Michael Jansson2
1Department of Economics, University of California, San Diego, 0508 9500 Gilman Drive, La Jolla, CA 92093, USA
2Department of Economics, University of California, Berkeley, 549 Evans Hall #3880, Berkeley, CA 94720-3880, USA

Tài liệu tham khảo

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