Nonparametric Tests for Unit Roots and Cointegration

Anthony Taylor, J Breitung

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@article{8f95ff5e83344418aca2a6014b13aee5,

title = "Nonparametric Tests for Unit Roots and Cointegration",

author = "Anthony Taylor and J Breitung",

year = "2003",

month = dec,

day = "1",

doi = "10.1016/S0304-4076(03)00217-3",

language = "English",

volume = "117",

pages = "401--404",

journal = "Journal of Econometrics",

publisher = "Elsevier",

}