FINITE SAMPLE PERFORMANCE OF SCHMIDT-PHILIPS UNIT ROOT TESTS IN THE PRESENCE OF AUTOCORRELATION

Junsoo Lee ()

Working Papers from Michigan State - Econometrics and Economic Theory

Keywords: economic models; econometrics; tests (search for similar items in EconPapers)
Pages: 25 pages
Date: 1990
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Persistent link: https://EconPapers.repec.org/RePEc:fth:mistet:8817

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