Can Choice of Reference Density Improve Power of M-Estimation Based Unit Root Tests?

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"Can Choice of Reference Density Improve Power of M-Estimation Based Unit Root Tests?"
written by Tapan Kar, Malay Bhattacharyya,
published by Journal of Mathematical Finance, Vol.12 No.2, 2022

has been cited by the following article(s):

No relevant information.

[1]	Revisiting Unit Root Testing Strategy When Presence of Deterministic Time Trend Is Uncertain Journal of Time Series Econometrics, 2026 DOI:10.1515/jtse-2024-0032

[2]	Modelling Multivariate Return Volatilities by Independent Components Using Johnson SU Likelihood Global Business Review, 2024 DOI:10.1177/09721509241268979