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Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour

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
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