An outlier robust unit root test with an application to the extended Nelson-Plosser data

A (André) Lucas

Research output: Contribution to journal › Article › Academic › peer-review

48 Citations (Scopus)

Research programs

@article{9d133f1872824d778b852dc371c14365,

title = "An outlier robust unit root test with an application to the extended Nelson-Plosser data",

author = "Lucas, {A (Andr{\'e})}",

year = "1995",

language = "Undefined/Unknown",

volume = "66",

pages = "153--173",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

}