Up a level |
Lobato, Ignacio and Robinson, Peter (1998) A nonparametric test for I(0). Review of Economic Studies, 65 (3). pp. 475-495. ISSN 0034-6527
Lobato, Ignacio and Robinson, Peter M. (1997) A nonparametric test for I(0). Econometrics; EM/1997/342 (EM/1997/342). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.