The Effects of Additive Outliers on Tests for Unit Roots and Co integration
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The Effects of Additive Outliers on Tests for Unit Roots and Co integration
FRANSES, Philip Hans
;
HALDRUP, Niels
Title:
The Effects of Additive Outliers on Tests for Unit Roots and Co integration
Author:
FRANSES, Philip Hans
;
HALDRUP, Niels
Date:
1993
Publisher:
European University Institute
Series/Report no.:
EUI ECO
;
1993/16
URI:
http://hdl.handle.net/1814/457
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ECO Working Papers
Working Papers of the Economics Department of the EUI. ISSN 1725-6704
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