Construction of Stationarity Tests with Less Size Distortions

Eiji Kurozumi () and 英司 黒住

No 2005-12, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: LM test; stationary; unit root (search for similar items in EconPapers)
JEL-codes: C12 C22 (search for similar items in EconPapers)
Pages: 24 pages
Date: 2005-11
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https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/16931/070econDP05-12.pdf

Related works:
Journal Article: Construction of Stationarity Tests with Less Size Distortions (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2005-12

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