Unit root tests based on $M$ estimators

Lucas, Andre, Lucas, André . Econometric Theory 1995. 11 :331-346

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Bibtex

@article{CIS-125543,
  Author = {Lucas, Andre and Lucas, André},
  Title = {Unit root tests based on $M$ estimators},
  Journal = {Econometric Theory},
  Volume = {11},
  Year = {1995},
  Pages = {331--346},
  Keywords = {Time series, Least squares}
}

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