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An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models

An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models

Dong Wan Shin; Oesook Lee
  • 作者Dong Wan Shin; Oesook Lee
  • 卷第115卷
  • 期第1期
  • 印刷ISSN0304-4076
  • 文件大小269.73KB
  • 发表时间2003
  • DOI10.1016/s0304-4076(03)00091-5
  • 页码29-52
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