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Unit Root Tests Based on Instrumental Variables Estimation
Home
Publications
Unit Root Tests Based on Instrumental Variables Estimation
Unit Root Tests Based on Instrumental Variables Estimation
JL
Junsoo Lee
Junsoo Lee
PS
Peter Schmidt
Peter Schmidt
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1 May 1994
journal article
Published by
JSTOR
in
International Economic Review
Vol. 35
(2)
,
449
https://doi.org/10.2307/2527063
Abstract
This paper develops new tests of the unit root hypothesis, based on instrumental variables estimation. The tests are asymptotically valid in the presence of mov...
Keywords
INSTRUMENTAL VARIABLES
VARIABLES ESTIMATION
TESTS BASED
UNIT ROOT TESTS
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Open Access
Cited by 8 articles