Classical and Bayesian aspects of robust unit root inference

H Hoek, A (André) Lucas, Herman van Dijk

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

18 Citations (Scopus)

Research programs

@article{a2b6f1d0186849b3bd13e6ff1078afa3,

title = "Classical and Bayesian aspects of robust unit root inference",

author = "H Hoek and Lucas, \{A (Andr{\'e})\} and \{van Dijk\}, Herman",

year = "1995",

language = "Undefined/Unknown",

volume = "69",

pages = "27--59",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

}