LM Tests for a Unit Root in the Presence of Deterministic Trends

Authors
Peter Schmidt Peter C. B. Phillips
Citation
Peter Schmidt et Peter C. B. Phillips, LM Tests for a Unit Root in the Presence of Deterministic Trends, Oxford bulletin of economics and statistics, 54(03), 1992, pp. 257
Journal title
Oxford bulletin of economics and statistics → ACNP
ISSN journal
03059049
Volume
54
Issue
03
Year of publication
1992
Database
ICR
SICI code
0305-9049(1992)54:03<257:LTFAUR>2.0.ZU;2-1