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THE EFFECTS OF DIFFERENT TYPES OF OUTLIERS ON UNIT ROOT TESTS

ISBN: 978-0-76230-303-8, eISBN: 978-1-84950-823-0

Publication date: 1 January 1999

Citation

Yin, Y. and Maddala, G.S. (1999), "THE EFFECTS OF DIFFERENT TYPES OF OUTLIERS ON UNIT ROOT TESTS", Fomby, T.B. and Carter Hill, R. (Ed.) Messy Data (Advances in Econometrics, Vol. 13), Emerald Group Publishing Limited, Leeds, pp. 269-305. https://doi.org/10.1108/S0731-9053(1999)0000013012

Publisher

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Emerald Group Publishing Limited

Copyright © 1998, Emerald Group Publishing Limited