Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour
Phillips, Peter C. B.; Shi, Shuping; Yu, Jun
- 期刊名称Oxford Bulletin of Economics and Statistics
- 作者Phillips, Peter C. B.; Shi, Shuping; Yu, Jun
- 卷第76卷
- 期第3期
- 印刷ISSN0305-9049
- 文件大小740.07KB
- 发表时间2014-06
- DOI10.1111/obes.12026
- 页码315-333