Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Jan, 1999, Volume 67, Issue 1

Submission of Manuscripts to the Econometric Society Monograph Series
p. 220-220

Log In To View Full Content

Supplemental Material

Supplement to "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis"

This appendix contains Monte Carlo simulations to assess the finite sample properties of the likelihood ratio test in the manuscript.