On the importance of the first observation in GLS detrending in unit root testing
Westerlund, J. 2014, On the importance of the first observation in GLS detrending in unit root testing, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..
Attached Files
Name
Description
MIMEType
Size
Downloads
Title
On the importance of the first observation in GLS detrending in unit root testing
This working paper was later published in the journal 'Oxford Bulletin of Economics and Statistics' and is available online: http://www.dx.doi.org/10.1111/obes.12050
Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.