Testing a multivariate process for a unit root using unconditional likelihood

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ISMS_1993_2246.pdf (394.33 KB)

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1993

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Shin, Key-Il
Dickey, David A.

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Institute of Statistics mimeo series
2246

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North Carolina State University. Dept. of Statistics

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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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Institute of Statistics Mimeo Series