Unit Root Tests in the Presence of Innovational Outliers

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Unit Root Tests in the Presence of Innovational Outliers

LANNE, Markku; LUETKEPOHL, Helmut; SAIKKONEN, Pentti
Title: Unit Root Tests in the Presence of Innovational Outliers
Author: LANNE, Markku; LUETKEPOHL, Helmut; SAIKKONEN, Pentti
Date: 2002
Publisher: Kluwer
Citation: Ingo KLEIN and Stefan MITTNIK (eds), Contributions to Modern Econometrics: From Data Analysis to Economic Policy, Dordrecht, Kluwer Academic Publishers, 2002, 151-167, Dynamic Modeling in Econometrics in Economics and Finance, v. 4.
URI: http://hdl.handle.net/1814/4438

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