Efficient Tests for an Autoregressive Unit Root
Efficient Tests for an Autoregressive Unit Root is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Graham Elliott, Thomas J. Rothenberg, James H. Stock; Journal / source: Econometrica; Year: 1996.
| Authors | Graham Elliott, Thomas J. Rothenberg, James H. Stock |
|---|---|
| Journal / source | Econometrica |
| Year | 1996 |
| Field | Financial Risk and Volatility Modeling |
| Times cited | 5632 |
| Type | article |
| DOI / link | https://doi.org/10.2307/2171846 |