nonparametric test for I(0)
By: by Ignacio N Lobato and Peter M Robinson.
Contributors: Robinson, P.M.; Suntory-Toyota International Centre for Economics and Related Disciplines.
Series: Discussion paper -- EM / 97/342; Discussion paper (Suntory-Toyota International Centre for Economics and Related Disciplines) -- EM/97/342.
Publisher: Suntory and Toyota International Centres for Economics and Related Disciplines
Published: 1997
Place of publication: London
Language: eng
Number of pages: 31
Subjects: Econometric models.
Notes: Includes bibliographical references.