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CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
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- Journal:
- Econometric Theory / Volume 15 / Issue 2 / April 1999
- Published online by Cambridge University Press:
- 01 April 1999, pp. 165-176
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UNIT ROOT TESTS BASED ON ADAPTIVE MAXIMUM LIKELIHOOD ESTIMATION
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- Journal:
- Econometric Theory / Volume 15 / Issue 1 / February 1999
- Published online by Cambridge University Press:
- 01 February 1999, pp. 1-23
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- Article
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