Previous versions of this paper were presented at the 6th Nordic Econometric Meeting in Sandbjerg and seminars at universities in Gothenburg, Lund and Melbourne.
A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending†
Article first published online: 21 MAR 2013
© 2013 Wiley Publishing Ltd.
Journal of Time Series Analysis
Volume 34, Issue 4, pages 477–495, July 2013
How to Cite
Westerlund, J. (2013), A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending. Journal of Time Series Analysis, 34: 477–495. doi: 10.1111/jtsa.12025
- Issue published online: 18 JUN 2013
- Article first published online: 21 MAR 2013
- Manuscript Received: 3 JUL 2012
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