Testing for unit root processes in random coefficient autoregressive models

Distaso, Walter . Journal of Econometrics 2008. 142 (1) :581-609

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Bibtex

@article{CIS-249628,
  Author = {Distaso, Walter},
  Title = {Testing for unit root processes in random coefficient autoregressive models},
  Journal = {Journal of Econometrics},
  Volume = {142},
  Number = {1},
  Year = {2008},
  Pages = {581--609},
  Keywords = {one-sided tests, unit root testing}
}

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