Testing a multivariate process for a unit root using unconditional likelihood

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Title: Testing a multivariate process for a unit root using unconditional likelihood
Author: Shin, Key-Il; Dickey, David A.
Publisher: North Carolina State University. Dept. of Statistics
Date: 1993
Series/Report No.: Institute of Statistics mimeo series
2246
URI: http://www.stat.ncsu.edu/information/library/mimeo.archive/ISMS_1993_2246.pdf
http://www.lib.ncsu.edu/resolver/1840.4/8453


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